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ST908 - Stochastic Calculus for Finance

  • Module code: ST908
  • Module name: Stochastic Calculus for Finance
  • Department: Statistics
  • Credit: 15

Content and teaching | Assessment | Availability

Module content and teaching

Timetabled teaching activities

1 x 2 hour lectures + 1 seminar per week

Departmental link

Other essential notes

Please note that this module is not available to MSC Taught Statistics students.

Module assessment

Assessment group Assessment name Percentage
15 CATS (Module code: ST908-15)
D (Assessed/examined work) Project 1 10%
  Project 2 10%
  2 hour examination (January) 80%

Module availability

This module is available on the following courses:

  • Postgraduate Taught Financial Mathematics (N3G1) - Year 1
Optional Core