Fan Yang

Fan Yang
  • Postdoctoral Researcher

Contact Information

  • office Address:

    432-1 Jon M. Huntsman Hall,
    3730 Walnut Street,
    Philadelphia, PA 19104

Research

Teaching

Past Courses

  • STAT433 - STOCHASTIC PROCESSES

    An introduction to Stochastic Processes. The primary focus is on Markov Chains, Martingales and Gaussian Processes. We will discuss many interesting applications from physics to economics. Topics may include: simulations of path functions, game theory and linear programming, stochastic optimization, Brownian Motion and Black-Scholes. This course may be taken concurrently with the prerequisite with instructor permission.