新香港六合彩开奖结果

XClose

新香港六合彩开奖结果Module Catalogue

Menu

Stochastic Processes (MATH0060)

Key information

Faculty
Faculty of Mathematical and Physical Sciences
Teaching department
Mathematics
Credit value
15
Restrictions
N/A
Timetable

Alternative credit options

There are no alternative credit options available for this module.

Description

This is a 30-hour introductory course on stochastic calculus for continuous semimartingales with applications to continuous-time finance. Some fundamental concepts of mathematical finance will first be treated in discrete time and on a finite probability space, to avoid subtle issues typical of the general setting.

Module deliveries for 2024/25 academic year

Intended teaching term: Term 2 听听听 Postgraduate (FHEQ Level 7)

Teaching and assessment

Mode of study
In person
Methods of assessment
50% Coursework
50% Viva or oral presentation
Mark scheme
Numeric Marks

Other information

Number of students on module in previous year
7
Module leader
Dr Carlo Marinelli
Who to contact for more information
maths.mscteaching@ucl.ac.uk

Last updated

This module description was last updated on 8th April 2024.

听

Useful links

Sustainability

For a list of modules related to climate change as well as social and environmental sustainability at UCL, type 'climate' or 'sustainability' into the search. Visit Sustainable UCL for information on extra-curricular activity on sustainability.

Important information

The catalogue has been updated with key information about the modules that will run during the 2024/25 academic session. Current and prospective students can browse through the catalogue to consider possible module choices for the coming year.

Please note,听information in the catalogue is听subject to change as teaching and assessment arrangements for 2024/25 may need to be adjusted in line with the University's Feedback and Assessment principles and operating model.

Centrally managed exam durations will be provided on students' individual exam timetables. Arrangements for locally managed exams and in-class activity will be confirmed by the teaching department for the module.

听

听