MATH5975 随机分析导论 · Introduction to Stochastic Analysis

MATH5975 是新南威尔士大学（UNSW Sydney，UNSW）的一门课，开设在Faculty of Science，属于 School of Mathematics & Statistics 领域。这一页汇总它的课程目录信息和新南学生留下的评价。

课程信息

中文课名：随机分析导论

课程类型：Postgraduate course

学分：6

课程领域：School of Mathematics & Statistics

所属学院：Faculty of Science

层级：Postgraduate Level 5

目录年份：2026

课程简介

Modern theory of financial markets relies on advanced mathematical statistical methods that are used to model, forecast and manage risk in complex financial transactions. After the publication in 1973 of the ground-breaking paper of Black and Scholes on the arbitrage pricing of European call options, Stochastic Analysis became an indispensable tool for the theory of financial markets, derivation of prices of standard and exotic options and other derivative securities, hedg…

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同领域课程

官方页面

MATH5975 handbook

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