Mar 22, 2025

2017-2018 Undergraduate Catalog

2017-2018 Undergraduate Catalog This is not the most recent catalog version; be sure you are viewing the appropriate catalog year.

MATH 430 - Introduction to Stochastic Calculus

An introduction to stochastic processes, stochastic integration and differentiation, solving stochastic differential equations, martingale calculus, and martingale measures.

Credit 3 hrs May not be repeated for additional credit
Grade Mode Normal (A-F) Course Rotation Fall (even yrs.)

Prerequisite(s) MATH 223, MATH 325, and STAT 370
Updates Course Rotation added 1/2015; New Course 11/2012, effective Winter 2013

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