FE 610 Stochastic Calculus for Financial Engineers

This course provides the mathematical foundation for understanding modern financial theory. It includes topics such as basic probability, random variables, discrete continuous distributions, random processes, Brownian motion, and an introduction to Ito’s calculus. Applications to financial instruments are discussed throughout the course.

Credits

3

Distribution

School of Business

Typically Offered Periods

Fall Semester Spring Semester Summer Session 1