Baruch College Department of Mathematics | MTH 5500 – Stochastic Calculus for Finance

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MTH 5500 – Stochastic Calculus for Finance

This course is an introduction to stochastic calculus and its applications to modern finance. The core topics developed in the course are the Ito stochastic integral, Ito’s formula, and basic stochastic differential equations. The course will provide students with indispensable tools for valuation of financial derivatives and for keeping up with developments in financial modeling.

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