Course DescriptionTopics include: Conditional expectation. Markov chains. Poisson process and Compound Poisson process. Continuous-time Markov processes. Discrete-time martingales. Continuous-time martingales. Brownian motion. Stochastic integration and introduction to stochastic differential equations.
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- Financial Mathematics Modeling and Predictive Analytics : Required Courses
- Science, Technology, Engineering, and Mathematics (STEM) : Electives (select 2)