APPM 4530 - Stochastic Analysis for Finance Course uri icon

Overview

description

  • Studies mathematical theories and techniques for modeling financial markets. Specific topics include the binomial model, risk neutral pricing, stochastic calculus, connection to partial differential equations and stochastic control theory. Same as APPM 5530, STAT 4230 and STAT 5230.

instructor(s)

  • Huang, Yu-Jui  
    Primary Instructor - Fall 2018 / Fall 2019 / Fall 2020 / Fall 2021 / Fall 2022 / Fall 2023