Financial Calculus (MATH4091)
Course level
Undergraduate
Faculty
School
Mathematics & Physics School
Units
2
Duration
One Semester
Class hours
Lecture 3 Hours/ Week
Tutorial 1 Hour/ Week
3L1T
Incompatible
MS479
Prerequisite
STAT3004
Recommended prerequisite
MATH3090
Assessment methods
Assignments, examination
Course enquiries
Dr Duy-Minh Dang
Current course offerings
Course offerings | Location | Mode | Course Profile |
Semester 1, 2024 (19/02/2024 - 15/06/2024) | St Lucia | In Person | 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.