|Module code||WTW 764|
|Faculty||Faculty of Natural and Agricultural Sciences|
Mathematical modelling of Random walk. Conditional expectation and Martingales. Brownian motion and other Lévy processes. Stochastic integration. Ito's Lemma. Stochastic differential equations. Application to finance.
|Prerequisites||WTW 734 or WTW 735|
|Contact time||2 lectures per week|
|Language of tuition||Module is presented in English|
|Department||Mathematics and Applied Mathematics|
|Period of presentation||Semester 2|
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