1 Online Part time Course Programmes in Calculus in United Kingdom for 2024
Online Part time Course Programmes in Calculus in United Kingdom for 2024Filter
Mastering Mathematical Finance Online Courses - Stochastic Calculus for Finance
Department of Mathematics University of York - Online Programs
Featured
- York, United Kingdom
Part time
4 Months
Distance learning
English
The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for the Black–Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Itô formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance.