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. |
Availability
| Year | Location | Period | Internal | Area External | Central External | | 2004 | Bentley Campus | Semester 1 | Y | | |
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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