USC Schedule of Classes

Fall 2020

Mathematics 530a:

Stochastic Calculus and Mathematical Finance (3.0 units)

Stochastic processes revisited, Brownian motion, Martingale theory, stochastic differential equations, Feynman-Kac formula, binomial models, basic concepts in arbitrage pricing theory, equivalent Martingale measure. Recommended preparation: Math-225, Math-407. Duplicates credit in the former MATH-503.
    SectionSessionTypeTimeDaysRegisteredInstructorLocationSyllabusInfo
    39737D060Lecture2:00-3:15pmWed, Fri20 of 50Jin MaONLINEsession dates
    Information accurate as of March 15, 2021 8:10 am.
    Want to provide feedback on the upcoming redesign of Schedule of Classes? Join our Beta Software Program!