USC Schedule of Classes

Fall 2023

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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
    39737R001Lecture2:00-3:15pmWed, Fri23 of 40Jin MaGFS116session dates
    Information accurate as of March 1, 2024 4:48 pm.
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