Financial Calculus (MATH7091)

Information valid for Semester 1, 2022

Course level

Postgraduate Coursework

Duration

One Semester

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, 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)	St Lucia	Flexible Delivery	Course Profile
Semester 1, 2021 (22/02/2021 - 19/06/2021)	External	External	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
Semester 1, 2015 (02/03/2015 - 27/06/2015)	St Lucia	Internal	Course Profile

The University of Queensland

my.UQ

Financial Calculus (MATH7091)

Information valid for Semester 1, 2022

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