May 29, 2022  
2019-2020 Florida Tech Catalog 
    
2019-2020 Florida Tech Catalog [ARCHIVED CATALOG]

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MTH 5434 Stochastic Analysis of Financial Markets 1

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



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