Graduate

Stochastic Processes with Applications in Finance and Actuarial Science

Financial Modelling 9590A


Description: The aim of this course is to provide stochastic tools for financial modelling and pricing. It covers the basis theories of stochastic processes and stochastic calculus, with examples coming from finance.

Term: A

Extra Information: Formerly listed as Actuarial Science 9990a.

Outlines of this course offered in past school years
Course Instructor(s) Outline Term School Year
FM9590A001 Rogemar Mamon PDF A 2016/2017
FM9590A001 Ricardas Zitikis PDF A 2015/2016
FM9590A001 Ricardas Zitikis PDF A 2014/2015
FM9590A001 Ricardas Zitikis PDF A 2013/2014

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