2010 Course Handbook
STAT890: Stochastic Finance
This unit serves as an introduction to the modern financial theory of security markets, and, in particular, share prices and derivatives. It explains how the financial markets work using appropriate mathematical and statistical models and tools. The material provides a useful edge to those competing for jobs in the finance and banking sectors. Practical work will be done using several programs, including Excel and Matlab.
| Credit Points: | 4 |
| Contact Hours: | -- |
| When Offered: |
E2 - Evening; Offered in the second half-year
X2 - External study; Offered in the second half-year (On Campus session: No session) |
| Staff Contact: | Associate Professor Andrzej Kozek |
| Prerequisites: | |
| Corequisites: | |
| NCCWs: | STAT401, STAT402 |
| Unit Designations: | Commerce |
| Assessed As: | Graded |
| Offered By: |
Department of Statistics Faculty of Science |