Course level

Undergraduate

Faculty

Science

School

Mathematics & Physics School

Units

2

Duration

One Semester

Class contact

3 Lecture hours, 1 Tutorial hour

Incompatible

MS479

Prerequisite

STAT3004

Recommended prerequisite

Assessment methods

Assignments and examinations

Course coordinator

Dr Godfrey Smith

Current course offerings

Course offerings Location Mode Course Profile
Semester 1, 2017 St Lucia Internal Course Profile

Please Note: Course profiles marked as not available may still be in development.

Course description

Topics from financial calculus including financial derivatives & arbitrage, asset prices, price dynamics, continuous-time hedging, Brownian motion, Martingales, stochastic integration, solving stochastic differential equations & stochastic control.

Archived offerings

Course offerings Location Mode Course Profile
Semester 1, 2016 St Lucia Internal Course Profile
Semester 1, 2015 St Lucia Internal Course Profile
Semester 1, 2014 St Lucia Internal Course Profile
Semester 1, 2013 St Lucia Internal Course Profile
Semester 1, 2012 St Lucia Internal Course Profile
Semester 1, 2011 St Lucia Internal Course Profile
Semester 1, 2010 St Lucia Internal Course Profile
Semester 1, 2009 St Lucia Internal Course Profile
Semester 1, 2008 St Lucia Internal Course Profile