MathMods :: Joint MSc

Stochastic calculus

Additional Info

  • ECTS credits: 6
  • Semester: 3
  • University: University of Nice - Sophia Antipolis
  • Topics:


     - Brownian motion, Markov Property
    - Continuous time Martingals, Doob's theorem
    - Stochastic Integral
    - Ito formula
    - Introduction to Black Scholes model

Read 2582 times Last modified on Saturday, 14 May 2016 14:32

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