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MA4529 - Mathematical Finance

Offering Academic Unit
Department of Mathematics
Credit Units
3
Course Duration
One Semester
Pre-requisite(s)
Course Offering Term*:
Semester A 2018/19
Semester A 2019/20 (Tentative)

* The offering term is subject to change without prior notice
 
Course Aims

 This course provides fundamental concepts of probability theory, stochastic processes and option pricing. It helps students understand the mathematical concepts of stochastic processes and apply the knowledge to a range of problems in finance.

Assessment (Indicative only, please check the detailed course information)

Continuous Assessment: 30%
Examination: 70%
Examination Duration: 3 hours
 
Detailed Course Information

MA4529.pdf

Useful Links

Department of Mathematics