### 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 |