Financial Calculus (MATH7091)
Information valid for Semester 1, 2021
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
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) | 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 |
