Financial Calculus (MATH4091)

Information valid for Semester 1, 2025

Course level

Undergraduate

Faculty

Science

School

Mathematics & Physics School

Units

2

Duration

One Semester

Attendance mode

In Person

Class hours

3 Lecture hours
1 Tutorial hour

Incompatible

MS479

Prerequisite

STAT2003

Recommended prerequisite

Assessment methods

Assignments and examinations

Course enquiries

Doctor Kazutoshi Yamazaki (Semester 1, Regular, St Lucia, In person)

Dr Kazutoshi Yamazaki

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.

Archived offerings

Course offerings Location Mode Course Profile
Semester 1, 2026 (23/02/2026 - 20/06/2026) St Lucia In Person Profile unavailable
Semester 1, 2024 (19/02/2024 - 15/06/2024) St Lucia In Person Course Profile
Semester 1, 2023 (20/02/2023 - 17/06/2023) St Lucia In Person Course Profile
Semester 1, 2023 (20/02/2023 - 17/06/2023) External External Course Profile
Semester 1, 2022 (21/02/2022 - 21/06/2022) St Lucia Internal Course Profile
Semester 1, 2022 (21/02/2022 - 21/06/2022) External External Course Profile
Semester 1, 2021 (22/02/2021 - 19/06/2021) External External Course Profile
Semester 1, 2021 (22/02/2021 - 19/06/2021) St Lucia Flexible Delivery Course Profile
Semester 1, 2020 (24/02/2020 - 11/07/2020) St Lucia Internal Course Profile
Semester 1, 2019 (25/02/2019 - 22/06/2019) St Lucia Internal Course Profile
Semester 1, 2018 (19/02/2018 - 23/06/2018) St Lucia Internal Course Profile
Semester 1, 2017 (27/02/2017 - 24/06/2017) St Lucia Internal Course Profile
Semester 1, 2016 (29/02/2016 - 25/06/2016) St Lucia Internal Course Profile