Financial Calculus (MATH7091)
Information valid for Semester 1, 2022
Course level
Postgraduate Coursework
Faculty
School
Mathematics & Physics School
Units
2
Duration
One Semester
Delivery mode
External
Class hours
3 Lecture hours
1 Tutorial hour
Incompatible
MATH4091 or MS479
Restricted
Permission of Head of School
Assessment methods
Assignments and examinations
Course enquiries
Course description
This course is no longer offered. Students should enrol in MATH4091 from 2023.
<b> 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, 2022 (21/02/2022 - 21/06/2022) | External | External | Course Profile |
| Semester 1, 2022 (21/02/2022 - 21/06/2022) | St Lucia | Internal | 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 |
