ORP 5026 Stochastic Analysis of Financial Markets 2
Credit Hours: 3Offers 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
