University of Technology Sydney

37007 Probability Theory and Stochastic Analysis

8cp
Requisite(s): 24 credit points of completed study in spk(s): STM91543 Core Subjects (Mathematics)
These requisites may not apply to students in certain courses. See access conditions.
Anti-requisite(s): 25875 Probability Theory and Stochastic Analysis

Description

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.