MATH 48200
Stochastic Calculus in Financial Engineering
CUNY City College · UGRD · Fall 2026
1 section
Catalog description
Review of probability theory, Gaussian processes, properties of Brownian motion, martingales, Ito calculus, stochastic differential equations, selected applications to mathematical finance; simulations incorporated at the discretion of the instructor.
Sections
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001
Availability not recently verifiedClass #cuny_city-MATH48200Fall 2026UGRD4 credits
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