Dec 19, 2024  
USC Catalogue 2019-2020 
    
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USC Catalogue 2019-2020 [ARCHIVED CATALOGUE]

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MATH 530b Stochastic Calculus and Mathematical Finance

Units: 3
Terms Offered: Sp
Advanced topics in stochastic analysis, asset pricing in continuous time, stochastic control, Hamilton-Jacobi-Bellman equations, incomplete markets, American options, exotic options, term structure of interest rates.
Duplicates Credit in the former MATH 506.
Instruction Mode: Lecture
Grading Option: Letter


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