Courses Handbook 2008

304235 (v.4) Stochastic Financial Modelling 503


Area: Department of Mathematics and Statistics
Credits: 25.0
Contact Hours: 3.0
** The tuition pattern below provides details of the types of classes and their duration. This is to be used as a guide only. For more precise information please check your unit outline. **
Lecture: 3 x 1 Hours Weekly
Anti Requisite(s): 302374 (v.3) Stochastic Financial Modelling 403 or any previous version
Prerequisite(s): 309807 (v.1) Mathematical Statistics 503 or any previous version
Syllabus: Introduction to different areas of financial modelling. 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.
** To ensure that the most up-to-date information about unit references, texts and outcomes appears, they will be provided in your unit outline prior to commencement. **
Field of Education: 081101 Banking and Finance
SOLT (Online) Definitions*: Not Online
*Extent to which this unit or thesis utilises online information
Result Type: Grade/Mark

Availability

Year Location Period Internal Partially Online Internal Area External Central External Fully Online
2008 Bentley Campus Semester 1 Y        

Area External refers to external course/units run by the School or Department or offered by research.

Central External refers to external and online course/units run through the Curtin Bentley-based Distance Education Area

Partially Online Internal refers to some (a portion of) learning provided by interacting with or downloading pre-packaged material from the Internet but with regular and ongoing participation with a face-to-face component retained. Excludes partially online internal course/units run through the Curtin Bentley-based Distance Education Area which remain Central External

Fully Online refers to the main (larger portion of) mode of learning provided via Internet interaction (including the downloading of pre-packaged material on the Internet). Excludes online course/units run through the Curtin Bentley-based Distance Education Area which remain Central External

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