Online Courses in Calculus in United Kingdom 2020

The abilities and knowledge that calculus courses can provide to students may equip them for careers in numerous fields. Their advanced mathematical skills can help prepare them for positions in teaching, finance, engineering and more.

Online Course in Calculus in United Kingdom

York, United Kingdom

The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for the Black–Scholes option pricing model. After developing the required ... +

The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for the Black–Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Itô formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. -
Courses
Part-time
4 months
English
Aug 2020
Online