About this document
Stochastic Calculus for Finance Course by abd_ren_ren is a document available to read on EtoBox.
This course covers fundamental concepts in continuous-time finance models including Brownian motion, stochastic differential equations, option pricing, and applications to portfolio choice and corporate finance. Over 10 weeks, topics such as the Black-Scholes model, term structure modeling, and American options will be examined. Students will demonstrate their understanding of continuous-time models through homework, projects, a midterm, and final exam.
- Author
- abd_ren_ren
- Language
- EN