MA5182 - Mathematical Methods in Finance | ||||||||
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| * The offering term is subject to change without prior notice | ||||||||
Course Aims | ||||||||
This course provides fundamental concepts and basic techniques in probability theory and stochastic calculus and their applications in finance. It helps students understand the mathematical concepts and grasp the basic techniques in probability theory, stochastic processes and Ito calculus. It also develops their ability of applying the knowledge to problems in finance. | ||||||||
Assessment (Indicative only, please check the detailed course information) | ||||||||
Coursework: 40% | ||||||||
Examination: 60% | ||||||||
Examination Duration: 2 hours | ||||||||
Detailed Course Information | ||||||||
| MA5182.pdf | ||||||||
Useful Links | ||||||||
| Department of Mathematics | ||||||||
