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304235 (v.3) Stochastic Financial Modelling 503



 

Area:

Department of Mathematics and Statistics

Contact Hours:

3.0

Credits:

25.0

Lecture:

3 x 1 Hours Weekly

Anti Requisite(s):

302374 (v.2) Stochastic Financial Modelling 403

Prerequisite(s):

302315 (v.2) Mathematical Statistics 202 or any previous version
Introduction to different areas of financial modeling. Financial Markets, Option pricing; Binomial and Black Scholes model. Portfolio models, Stochastic Integration theory; Change of measure, General stochastic calculus approach to discrete and continuous time finance.


Availability

YearLocationPeriodInternalArea ExternalCentral External
2004Bentley CampusSemester 1Y  

Area
External
refers to external course/units run by the School or Department, offered online or through Web CT, or offered by research.
Central
External
refers to external course/units run through the Curtin Bentley-based Distance Education Area

 
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