Studies mathematical theories and techniques for modeling financial markets. Specific topics include the binomial model, risk neutral pricing, stochastic calculus, connection to partial differential ...

Simulation research derives new methods for the design, analysis, and optimization of simulation ... Students working in simulation prepare by undertaking rigorous training in stochastic processes, ...

The course covers simulation methodologies and analyses. The theoretical foundations of stochastic simulation and proper design and analysis of the simulation experiment are emphasized. Applications ...

This course is available to General Course students. Theories of financial market behaviour. Applications of stochastic processes and actuarial ... the Black-Scholes analysis and numerical procedures ...

Inhalt: The course “Stochastic Analysis” is for master students who are already familiar with fundamental concepts of probability theory. Stochastic analysis is a branch of probability theory that is ...

This course is available on the MSc in Applicable Mathematics and MSc in Financial Mathematics. This course is available with permission as an outside option to students on other programmes where ...

At its core, the methods developed and utilized include a wide array of tools from stochastic analysis, regularity structures, paracontrolled distributions and point processes. For instance, ...