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3 course outlines found
1
STATS 723
: Stochastic Methods in Finance2022 Semester One (1223)
Contingent claims theory in discrete and continuous time. Risk-neutral option pricing, Cox-Ross-Rubinstein and Black-Scholes models, stochastic calculus, hedging and risk management.
Prerequisite: STATS 125 and 370, or 15 points from STATS 210, 225, 325
2
STATS 723
: Stochastic Methods in Finance2021 Semester One (1213)
Contingent claims theory in discrete and continuous time. Risk-neutral option pricing, Cox-Ross-Rubinstein and Black-Scholes models, stochastic calculus, hedging and risk management.
Prerequisite: STATS 125 and 370, or 15 points from STATS 210, 225, 325
3
STATS 723
: Stochastic Methods in Finance2020 Semester One (1203)
Contingent claims theory in discrete and continuous time. Risk-neutral option pricing, Cox-Ross-Rubinstein and Black-Scholes models, stochastic calculus, hedging and risk management.
Prerequisite: STATS 125 and 370, or 15 points from STATS 210, 225, 325