Students who have completed the module will gain knowledge of the theoretical background for stochastic integration as well as its application to finance.
As described in §17 in the curriculum.
This is a 5 ECTS project module and the work load is expected to be 150 hours for the student.
Name of exam | Stochastic Calculus and Its Applications |
Type of exam | Written or oral exam |
ECTS | 5 |
Permitted aids | Der henvises til den pågældende semesterbeskrivelse/modulbeskrivelse |
Assessment | Passed/Not Passed |
Type of grading | Internal examination |
Criteria of assessment | The criteria of assessment are stated in the Examination Policies and Procedures |
Danish title | Stokastisk kalkule med anvendelser |
Module code | 23KMØK2STOCA |
Module type | Course |
Duration | 1 semester |
Semester | Spring
|
ECTS | 5 |
Language of instruction | Danish and English |
Location of the lecture | Campus Aalborg |
Responsible for the module |
Study Board | Study Board of Mathematical Sciences |
Department | Department of Mathematical Sciences |
Faculty | The Faculty of Engineering and Science |