STAT 4264/5264: Stochastic Processes - Applications. Syllabus.
STAT 4265/5265: Stochastic Methods in Finance. Syllabus.
MAT 201: Multivariable Calculus
MAT 322: Introduction to Differential Equations
ORF 309: Probability and Stochastic Systems
ORF 335: Introduction to Financial Mathematics
ORF 527: Stochastic Calculus
ORF 550: Probability in High Dimension