Dec 06, 2022  
2021-2022 Florida Tech Catalog 
    
2021-2022 Florida Tech Catalog [ARCHIVED CATALOG]

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MTH 5436 Stochastic Analysis of Financial Markets 2

Credit Hours: 3
Offers multidimensional stochastics applied to financial markets. Continues with multivariate Ito processes and multidimensional Feynman-Kac theorems, hedging of American and exotic call options and forward exchange rates. Introduces time-sensitive analysis of stocks, and risk theory.
Prerequisite: MTH 5434  or ORP 5025 



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