MATH-GA 2902
Stochastic Calculus
New York University · UGRD · Fall 2026
1 section
Catalog description
An application-oriented introduction to those aspects of diffusion processes most relevant to finance. Topics include Markov chains; Brownian motion; stochastic differential equations; the Ito calculus; the forward and backward Kolmogorov equations; and Girsanov?s theorem.
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001
Availability not recently verifiedClass #new_york-MATHGA2902Fall 2026UGRD3 credits
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