Stochastic differential equations (SDEs) are at the heart of modern financial modelling, providing a framework that accommodates the inherent randomness observed in financial markets. These equations ...
Studies mathematical theories and techniques for modeling financial markets. Specific topics include the binomial model, risk neutral pricing, stochastic calculus, connection to partial differential ...
This course is available on the BSc in Financial Mathematics and Statistics, BSc in Mathematics and Economics, BSc in Mathematics with Data Science, BSc in Mathematics with Economics, Erasmus ...