TA for STAT 5264: Stochastic Processes with Applications (Section 002)
TAing, Columbia University, Department of Statistics, 2025
I’m currently a TA for STAT 5264: Stochastic Processes with Applications (Section 002), taught by Prof Graeme Baker. This is a graduate-level course that covers the theory and applications of stochastic processes, including Markov chains, Poisson processes, Brownian motion, and stochastic calculus. We are using the book Stochastic Calculus for Finance II: Continuous-Time Models by Steven Shreve as the main textbook, which can be accessed here. I am holding office hours on Tuesdays from 3-4PM and Wednesdays from 9-10AM at Uris Hall 321/322.