Temple University 3 credits STAT
This is a first course in stochastic processes, with an emphasis on continuous-time models that support applications in financial mathematics and derivative evaluation. The course covers: fundamentals of probability, limit theorems, conditional expectation, change of measures, Markov chains, random walks, martingales, Brownian motion, the Ito integral, stochastic differential equations, the Black-Scholes model and its use in evaluating a variety of financial derivatives.
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