Probability and Finance II (Intermediate)
Dublin City University - Full Curriculum Program
Dublin, Ireland
Dates: 9/2/22 - 5/7/23
Probability and Finance II (Intermediate)
OVERVIEW
CEA CAPA Partner Institution: Dublin City University
Location: Dublin, Ireland
Primary Subject Area: Mathematics
Other Subject Area: Finance
Instruction in: English
Transcript Source: Partner Institution
Course Details: Level 400
Recommended Semester Credits: 4
Prerequisites: None
DESCRIPTION
This module provides a thorough introduction to Brownian motion, stochastic calculus and their application to finance. It builds on Probability and Finance I in that it deals with the problem of extending to continuous time the ideas first encountered in a discrete-time set-up. The Black-Scholes model is covered in detail. The end of semester examination is of two hours' duration and a choice of questions is available for students.