Financial Calculus (MATH4091)
Information valid for Semester 1, 2024
Course level
Undergraduate
Faculty
School
Mathematics & Physics School
Units
2
Duration
One Semester
Attendance mode
In Person
Class hours
Lecture 3 Hours/ Week
Practical 1 Hour/ Week
3L1P
Incompatible
MS479
Prerequisite
STAT3004
Recommended prerequisite
MATH3090
Assessment methods
Assignments, examination
Course enquiries
Doctor Duy-Minh Dang (Semester 1, Regular, St Lucia, In person)
Dr Duy-Minh Dang
Current course offerings
| Course offerings | Location | Mode | Course Profile |
| Semester 1, 2025 (24/02/2025 - 21/06/2025) | St Lucia | In Person | Course Profile |
Please Note: Course profiles marked as not available may still be in development.
Course description
Topics from financial calculus including financial derivatives & arbitrage, asset prices, price dynamics, continuous-time hedging, Brownian motion, Martingales, stochastic integration, solving stochastic differential equations & stochastic control.
