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.
| Section | Session | Type | Time | Days | Registered | Instructor | Location | Syllabus | Info |
|---|---|---|---|---|---|---|---|---|---|
| 39737D | 060 | Lecture | 2:00-3:15pm | Wed, Fri | 20 of 50 | Jin Ma | ONLINE |  |