MATH 530
Stochastic Calculus and Mathematical Finance
University of Southern California · UGRD · Fall 2026
1 section1 open now
Catalog description
Stochastic processes revisited, Brownian motion, Martingale theory, stochastic differential equations, Feynman-Kac formula, binomial models, basic concepts in arbitrage pricing theory, equivalent Martingale measure. Recommended preparation: Math-225, Math-407. Duplicates credit in the former MATH-503.
Sections
Current meeting, instructor, credit, and enrollment details
C
16 openSeats: 24/40 seats Last recorded: Aug 8, 2026, 10:16 PMClass #39737Fall 2026UGRD3.0 credits
16 available24 enrolled40 capacity
- Days & times
- WF 14:00-15:15
- Meeting dates
- —
- Location
- —
- Instructor
- Jin Ma
Details checked 7 hours agoSeats checked 7 hours ago
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