Stochastic Methods of Mathematical Finance 2

GSM MF 795

This course develops the basic tools from stochastic calculus needed for the study of continuous time finance. It also covers the basic principles and ideas of continuous time finance. Topics include: Brownian motion, continuous time martingales and semimartingales, stochastic integration, Girsanov's theorem, stochastic differential equations, contingent claims and hedging, the fundamental theorems of asset pricing.

FALL 2015 Schedule

Section Instructor Location Schedule Notes
Z1 Lyasoff SMG 322 TR 9:30 am-11:00 am WebReg Restricted
Reserved for
Math Finance
students.

FALL 2015 Schedule

Section Instructor Location Schedule Notes
Z2 Lyasoff SMG 322 TR 11:00 am-12:30 pm WebReg Restricted
Reserved for
Math Finance
students.

Note that this information may change at any time. Please visit the Student Link for the most up-to-date course information.