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
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| Prerequisite(s): | 302315 (v.2) Mathematical Statistics 202 or any previous version
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| 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. |
| Year | Location | Period | Internal | Area External | Central External | | 2003 | Bentley Campus | Semester 1 | Y | | | |
Current as of: October 30, 2003 13:11:55
CRICOS provider code 00301J
