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)
| Day | Start | End | Room | Dates |
|---|---|---|---|---|
| Mon | 12:00 PM | 1:00 PM | G.3.33 | Jul 12 - Oct 17 |
| Wed | 3:00 PM | 4:00 PM | G.3.33 | Jul 12 - Oct 17 |
| Fri | 10:00 AM | 11:00 AM | G.3.33 | Jul 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