Detailed Course Information |
2024 Fall
Jan 15, 2025 |
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| STAT 441 - Stochastic Calculus with Applications to Finance |
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Processes derived from Brownian motion; the Itô integral and Itô's formula; applications of Itô's formula in financial modelling, especially within the context of the Black-Scholes option pricing model.
***Prerequisite: STAT 351.***
3.000 Credit hours 3.000 Lecture hours Levels: Undergraduate Schedule Types: Lecture, Examination Mathematics & Statistics Department Restrictions: Must be enrolled in one of the following Levels: Undergraduate Graduate |
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