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| | Ionut Florescu | | Assistant Professor |  | | School: | Schaefer School of Engineering & Science | | Department: | Mathematical Sciences | | Program: | Mathematics
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| | Location: | 227 Kidde | | Phone: | 201.216.5452 | | Fax: | 201.216.8321 | | Email: | ifloresc@stevens.edu |
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MA 611:Probability
Foundations of probability, random variables and their distributions, discrete and continuous random variables, independence, expectation and conditioning, generating functions, multivariate distributions, convergence of random variables, and classical limit theorems. |
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MA 612:Mathematical Statistics
Point estimation, method of moments, maximum likelihood, and properties of point estimators; confidence intervals and hypothesis testing; sufficiency; Neyman-Pearson theorem, uniformly most powerful tests, and likelihood ratio tests; and Fisher information and the Cramer-Rao inequality. Additional topics may include nonparametric statistics, decision theory, and linear models. |
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MA 623:Stochastic Processes
Random walks and Markov chains; Brownian motions and Markov processes; and applications, stationary (wide sense) processes, infinite divisibility, and spectral decomposition. By permission of instructor. |
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MA 635:Real Variables I
The real number system. Introduction to metric spaces and their applications. Lebesque measure and integral from a classical and/or modern approach. |
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MA 636:Real Variables II
L-p spaces and applications to Fourier series and Lebesque-Stieltjes integral. |
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FE 621:Computational Methods in Finance
This course provides computational tools used in industry by the modern financial analyst. The current financial models and algorithms are further studied and numerically analyzed using regression and time series analysis, decision methods, and simulation techniques. The results are applied to forecasting involving asset pricing, hedging, portfolio and risk assessment, some portfolio and risk management models, investment strategies, and other relevant financial problems. Emphasis will be placed on using modern software. |
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