Rutgers University 3 credits 711
Provides students with knowledge and skill sufficient for correct formulation and analysis of continuous-time stochastic models involving stochastic integrals and stochastic differential equations. Particular attention will be devoted to application of stochastic calculus methods in finance, such as models of evolution of stock prices and interest rates, pricing of options, and pricing of other contingent claims. The course will also prepare the students for independent research on problems involving stochastic calculus techniques.
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