MTH 5436
Stochastic Analysis of Financial Markets 2
Florida Institute of Technology · UGRD · Fall 2026
1 section
Catalog description
Offers multidimensional stochastics applied to financial markets. Continues with multivariate Ito processes and multidimensional Feynman-Kac theorems, hedging of American and exotic call options and forward exchange rates. Introduces time-sensitive analysis of stocks, and risk theory. Prerequisite: MTH 5434 or ORP 5025
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001
Availability not recently verifiedClass #florida_online-1972Fall 2026UGRD3 credits
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