MA651
Stochastic Analysis
Fall 2018
Topics
- Brownian processes and martingales
- stochastic integration and Ito calculus
- changes of probability measure
- stochastic differential equations and diffusion models.
Readings
- Financial Mathematics: A Comprehensive Treatment — G. Campolieti and R. N. Makarov (2014).
Sources
- Course catalogue ↗2026–2027
- Official archived course-outline summary; full course outline and additional materials are referenced on MyLearningSpace. Textbook lists are term-specific, not current purchasing advice.