Stochastic Differential Equations with Applications to Finance - MATHS517 (2023)

A study of stochastic differential equations and their applications in the physical sciences and finance.

Paper Information

Points: 15.0
Prerequisite(s): MATHS301
Internal assessment / examination: 100:0

Trimesters and Locations

Occurrence Code When taught Where taught
23A (HAM)A Trimester : 27 Feb 2023 - 25 Jun 2023 Hamilton

Timetabled Lectures for Stochastic Differential Equations with Applications to Finance (MATHS517)

DayStartEndRoomDates
Tue12:00 PM1:00 PMG.3.33Feb 27 - Jun 4
Wed4:00 PM5:00 PMG.3.33Feb 27 - Jun 4
Fri11:00 AM12:00 PMG.3.33Feb 27 - Jun 4

NB:There may be other timetabled events for this paper such as tutorials or workshops.
Visit the online timetable for MATHS517 for more details


Indicative Fees

Fees for 2023 are not yet available.


Paper Outlines

The following 2022 paper outlines are available for MATHS517. Please contact the Faculty or School office for details on 2023 outlines.

Additional Information

Available Subjects:  Mathematics

Other available years: Stochastic Differential Equations with Applications to Finance - MATHS517 (2022) , Stochastic Differential Equations with Applications to Finance - MATHS517 (2021) , Stochastic Differential Equations with Applications to Finance - MATHS517 (2020) , Stochastic Differential Equations with Applications to Finance - MATHS517 (2019)

Paper details current as of : 27 September 2022 7:21pm
Indicative fees current as of : 29 September 2022 4:30am

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