Steven Shreve on Stochastic Calculus
London
5 & 6 October 2009
New York
15 & 16 October 2009
Hong Kong
3 & 4 December 2009
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Learning Outcomes:
• A sound knowledge of mathematical terminology
• An in-depth understanding of foreign exchange modeling
• A thorough knowledge of the role of volatility in stochastic calculus
• A rigorous analysis of Brownian motion
• An examination of Heath-Jarrow-Morton model
• An enhanced ability to read finance literature
• Familiarity with forward measures
• Comprehension of Girsanov’s theorem and risk-neutral measure
• Insights into stochastic integrals and Itô’s formula for multiple processes
Course tutor
Professor Steven E. Shreve
Course dates & venues
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LONDON 5 & 6 October 2009 |
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NEW YORK 15 & 16 October 2009 |
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HONG KONG 3 & 4 December 2009 |
