Courses of Study 2011-2012 
    
    Mar 28, 2024  
Courses of Study 2011-2012 [ARCHIVED CATALOG]

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ORIE 6610 - [Mathematical Finance II]


Spring. 3 credits.

Prerequisites: ORIE 6500 , ORIE 6510 , and ORIE 6600 . Next offered 2013–2014.

Staff.

Introduction to stochastic calculus, stochastic differential equations, and applications to continuous-time finance.



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