MATHEMATIC 5635

Stochastic Calculus for Finance I

Ohio State University-Lima Campus · UGRD · Fall 2026

1 section

Catalog description

Mathematics used in financial asset pricing, based on Wiener (Brownian motion) processes, with applications. Overview of needed real analysis, stochastic processes, Ito Calculus, Risk- neutral measure, connections with PDEs. Prereq: A grade of C- or above in 3589 or 3345; and a grade of C- or above in 4530, 5530H, or Stat 4201; and enrollment in Math major or Actuarial Science major; or Grad standing; or permission of department.

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Class #ohio_lima_campus-MATHEMATIC5635Fall 2026UGRD3 credits

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