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Handbook of Undergraduate Studies 2007


Handbook of Postgraduate Studies 2007


Calendar of Governance, Legislation and Rules 2007


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STAT890: Stochastic Finance

This unit serves as an introduction to the modern financial theory of security markets, and, in particular, share prices and derivatives. It explains how the financial markets work using appropriate mathematical and statistical models and tools. The material provides a useful edge to those competing for jobs in the finance and banking sectors. Practical work will be done using several programs, including Excel and Matlab.

Credit Points:4
Contact Hours:--
When Offered: E2 - Evening; Offered in the second half-year
X2 - External study; Offered in the second half-year
Staff Contact: Associate Professor Andrzej Kozek
Prerequisites:

Corequisites:

NCCWs:

STAT401

Unit Designations: --
Assessed As: Graded
Offered By: EFS - Division of Economic and Financial Studies

 
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