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

Availability Information has not been provided by the respective School or Area. Prospective students should contact the School or Area listed above for further information.