Stochastic Processes
MGT 681
Course Description:
Emphasizes the role of stochastic modeling in finance and economics. Topics include random walks, Brownian motion, Wiener processes, Poisson processes, Markov chains, diffusion processes, martingales, and Ito stochastic calculus. Applications to security pricing. Consent of Instructor required to enroll.
2 Credit(s)
Faculty:
- Clifford Ball (View Profile)
Subject Area(s):
- Finance
- Statistics
Program(s):
- MBA
- MS Finance
- PhD
Please Note: Not all courses are scheduled each semester. Complete class schedules are available upon enrollment.
