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Stochastic Finance - STAT790

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 essential skills to those conducting research in the finance and banking sectors.

Credit Points: 4
When Offered:

S2 Evening - Session 2, North Ryde, Evening

Staff Contact(s): Dr Thomas Fung
Prerequisites:

Admission to MRes Prerequisite Information

Corequisites:

NCCW(s): STAT401, STAT402, STAT890
Unit Designation(s):
Assessed As: Graded
Offered By:

Department of Statistics

Faculty of Science and Engineering

Course structures, including unit offerings, are subject to change.
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