Probability and Stochastic Processes for Finance I
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Overview
Subject area
MTH
Catalog Number
9831
Course Title
Probability and Stochastic Processes for Finance I
Department(s)
Description
This course covers essentials of measure theory and real analysis, and their use to develop notions leading to stochastic calculus, Martingales, Brownian motion, and stopping times are covered. First examples of stochastic processes and their uses in finance are presented.
Typically Offered
Fall, Spring, Summer
Academic Career
Graduate
Liberal Arts
Yes
Credits
Minimum Units
3
Maximum Units
3
Academic Progress Units
3
Repeat For Credit
No
Components
Name
Lecture
Hours
3