Financial Calculus (MATH7091)
Course level
Postgraduate Coursework
Faculty
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 Jamie Alcock (j.alcock@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.