2 Online Part time Course Programmes in Stochastics in Europe for 2024
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.
Mastering Mathematical Finance Online Courses - Stochastic Interest Rates
Department of Mathematics University of York - Online Programs
Featured
- York, United Kingdom
Part time
4 Months
Distance learning
English
Stochastic Interest Rates covers practical topics such as calibration, numerical implementation and model limitations in detail. The authors provide numerous exercises and carefully chosen examples to help students acquire the necessary skills to deal with interest rate modelling in a real-world setting.