Mar 28, 2024  
2021-2022 Florida Tech Catalog 
    
2021-2022 Florida Tech Catalog [ARCHIVED CATALOG]

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ORP 5025 Stochastic Analysis of Financial Markets 1

Credit Hours: 3
Lays the foundation for mathematical concepts widely applied in financial markets. Uses economic theory with stochastics (martingales, Wiener, Markov, Ito processes, stochastic differential equations) to derive fair option prices and hedge call options. Also uses fluctuation theory to predict stocks’ crossing of critical levels.
Prerequisite: MTH 5411  or MTH 5425 



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