University of Technology Sydney

25875 Probability Theory and Stochastic Analysis

There are course requisites for this subject. See access conditions.



The subject introduces students to a number of fundamental results and techniques from probability theory and stochastic analysis that are used extensively for derivative pricing and hedging, interest rate modelling, and risk management.

Detailed subject description.

Access conditions

Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at access conditions and My Student Admin.