Cellular dynamics are intrinsically noisy, so mechanistic models must incorporate stochasticity if they are to adequately model experimental observations. As well as intrinsic stochasticity in gene ...

Fundamental concepts of probability theory; modeling and analysis of systems having random dynamics, and in particular, queueing systems. Homework, exams and problem-solving sessions. This course is a ...

The whole picture of Mathematical Modeling is systematically and thoroughly explained in this text for undergraduate and graduate students of mathematics, engineering, economics, finance, biology, ...

Background and MotivationAccurately pricing American-style options, which allow early exercise at any time before expiry, remains a significant ...

We introduce an approximation of forward-start options in a multi-factor local-stochastic volatility model. We derive explicit expansion formulas for the so-called forward implied volatility, which ...

This course is available on the BSc in Actuarial Science, BSc in Data Science and BSc in Mathematics, Statistics and Business. This course is not available as an outside option. This course is ...