par Carina E•
The course starts with a prerequesite test which is highly theoretical with no practical use. The lectures are basically just reading & deducting some formulas, without explaining the concepts behind. The test is impossible to succeed based on the information given in the lectures, and even with some time spent on googling/youtubing supporting material, I personally found it hard to get to the answers.
par Lalit D•
This is a brilliant course. You need a really good understanding of probability theory, you can do measure theory if you want but not necessary since the instructors didn't follow sigma algebra since it deals with only discrete-time models. It's not an easy course in any way shape or form. I spent a whole week studying probability theory to pass week 1 which is on pre-requisites. I would recommend you to go through MIT 18.S096's Math lectures since they cover most of the math covered in good detail, like Martingales and basics of Stochastic Calculus.
The quizzes are really interesting and a bit hard to get answers. You have to churn through, search google, read relevant articles and then possibly you might get answers.
TL;DR: It's a really good course but you need to study diligently and should have a good understanding of Probability theory.
par Alvaro B•
Great course, but the math at the beginning was never used. Probably better to introduce math on the go.
par Ghalid B•
Really enjoyed this course.
par Poonnawit S•
no pain no gain