CURRENT COURSES:

ENGRD 270 Basic Engineering Probability and Statistics
Tuesday and Thursday 1:25 -- 2:40 in Olin Hall 255
Office Hours: To be announced
Description:This course is an introduction to statistics for engineering students.
Text: Statistics for Engineers and Scientists, by William Navidi, McGraw Hill
Prerequisites: Math 191 and 192. Math 294 should be completed before or taken concurrently
Special Note: Prelim exam 1 is scheduled for October 3; the second date is to be announced.

ORIE 662 Advanced Stochastic Processes
Tuesday and Thursday 10:10 -- 12:25 in Olin Hall 145
Office Hours: To be announced
Description:Review of the essentials of martingales. Then semimartingale based stochastic calculus (without jumps), stochastic numerics, math finance general theory.
Text: Stochastic Calculus and Financial Applications, by J. Michael Steele, Springer-Verlag
Prerequisites: Measure theoretic probability theory, basic martingale theory (OR 651 or Math 671, and Math 672 or equivalent, for example)

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