Course level

Postgraduate Coursework

Faculty

Science

School

Mathematics & Physics School

Units

2

Duration

One Semester

Class hours

3 Lecture hours
1 Tutorial hour

Incompatible

MATH4091 or MS479

Prerequisite

Permission of Head of School

Assessment methods

Assignments and examinations

Course enquiries

Assoc Prof Bevan Thompson (hbt@maths.uq.edu.au)

This course is not currently offered, please contact the school.

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) 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
Semester 1, 2015 (02/03/2015 - 27/06/2015) St Lucia Internal Course Profile