MATHS517

Stochastic Differential Equations with Applications to Finance

A study of stochastic differential equations and their applications in the physical sciences and finance.

A study of stochastic differential equations and their applications in the physical sciences and finance.

Paper Information

Points: 15.0
Prerequisite(s): MATH311 or MATHS301
Internal assessment / examination: 100:0
Restriction(s): MATH517

Trimesters and Locations

Occurrence Code When taught Where taught
21B (HAM)B Trimester : 12 Jul 2021 - 7 Nov 2021 Hamilton

Timetabled Lectures for Stochastic Differential Equations with Applications to Finance (MATHS517)

DayStartEndRoomDates
Mon12:00 PM1:00 PMG.3.33Jul 12 - Oct 17
Wed3:00 PM4:00 PMG.3.33Jul 12 - Oct 17
Fri10:00 AM11:00 AMG.3.33Jul 12 - Oct 17

NB:There may be other timetabled events for this paper such as tutorials or workshops.
Visit the online timetable for MATHS517 for more details


Indicative Fees

Fees for 2021 are not yet available.


Paper Outlines

The following 2020 paper outlines are available for MATHS517. Please contact the Faculty or School office for details on 2021 outlines.

Additional Information

Available Subjects:  Mathematics

Other available years: Stochastic Differential Equations with Applications to Finance - MATHS517 (2020) , Stochastic Differential Equations with Applications to Finance - MATHS517 (2019)

Paper details current as of : 23 October 2020 11:20am
Indicative fees current as of : 16 October 2020 12:49pm

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