MTL733: Difference between revisions
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| credits = 3 | | credits = 3 | ||
| credit_structure = 3-0-0 | | credit_structure = 3-0-0 | ||
| pre_requisites = MTL106/MTL601 | | pre_requisites = [[MTL106]]/[[MTL601]] | ||
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Latest revision as of 16:42, 14 April 2026
| MTL733 | |
|---|---|
| Stochastic of Finance | |
| Credits | 3 |
| Structure | 3-0-0 |
| Pre-requisites | MTL106/MTL601 |
| Overlaps | |
MTL733 : Stochastic of Finance
Stochastic Processes; Brownian and Geometric Brownian Motion; Levy Processes, Jump-Diffusion Processes; Conditional Expectations and Martingales; Ito Integrals, Ito's Formula; Stochastic Differential Equations; Change of Measure, Girsanov Theorem, Martingale Representation Theorem and Feymann-Kac Theorem; Applications of Stochastic Calculus in Finance, Option Pricing, Interest Rate Derivatives, Levy Processes in Credit Risk.