Financial Calculus (MATH4091)
Information valid for Semester 1, 2025
Course level
Undergraduate
Faculty
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
MATH3090 or MN391 + STAT3004
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.
