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Syllabus for

Academic year
TMA285 - Financial derivatives and stochastic analysis
 
Owner: TM
5,0 Credits (ECTS 7,5)
Grading: TH - Five, Four, Three, Not passed
Level: C
Department: 11 - MATHEMATICAL SCIENCES


Teaching language: English

Course module   Credit distribution   Examination dates
Sp1 Sp2 Sp3 Sp4 No Sp
0101 Examination 5,0 c Grading: TH   5,0 c   Contact examiner,  01 Sep 2006 am V

In programs

TM Teknisk matematik, Year 2 (elective)
EMMAS MSc PROGR IN ENGINEERING MATHEMATICS, Year 1 (elective)

Examiner:

Bitr professor  Torbjörn Lundh



Eligibility:

For single subject courses within Chalmers programmes the same eligibility requirements apply, as to the programme(s) that the course is part of.

Literature

S. Shreve, Stochastic Calculus for Finance II, Continuous-Time Models, Springer, 2004.

Examination


Page manager Published: Thu 03 Nov 2022.