# ST401 - Stochastic Methods in Finance

**Module code:**ST401**Module name:**Stochastic Methods in Finance**Department:**Statistics**Credit:**15

Content and teaching | Assessment | Availability

## Module content and teaching

###### Principal aims

To enable students to study more deeply in the stream of Actuarial and Financial Mathematics.

###### Principal learning outcomes

Students who have successfully completed this module will: Know how probability models are used in financial mathematics; Understand the concept of Brownian Motion.

###### Timetabled teaching activities

3 x 1-hour lectures per week, 1 tutorial class per fortnight.

###### Departmental link

http://www2.warwick.ac.uk/fac/sci/statistics/courses/modules/years3-4/st401

###### Other essential notes

Prerequisite(s): ST339 Introduction to Mathematical Finance.

## Module assessment

Assessment group | Assessment name | Percentage |
---|---|---|

15 CATS (Module code: ST401-15) | ||

B (Examination only) | 2 hour examination (April) | 100% |

## Module availability

This module is available on the following courses:

###### Core

N/A

###### Optional Core

N/A

###### Optional

- Undergraduate Mathematics and Statistics (BSc MMathStat) (G1G3) - Year 4
- Master of Advanced Study in Mathematical Sciences (G1PE) - Year 1
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G300) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G300) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30A) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30A) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30A) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30B) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30B) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30B) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30C) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30C) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30C) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30D) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30D) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30D) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30E) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30E) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30E) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30F) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30F) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30F) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30G) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30G) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30G) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30H) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30H) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30H) - Year 5