Course

FIN-415: Probability and stochastic calculus

Summary

This course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. The fundamental notions and techniques introduced in this course have many applications in finance, for example for option pricing, risk management and optimal portfolio choice.

Official source

https://edu.epfl.ch/coursebook/en/probability-and-stochastic-calculus-FIN-415

Moodle Page

http://go.epfl.ch/FIN-415

About this result

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Ontological neighbourhood

Mathematics

Analysis: Differential anaysis

Probability theory: Topics in probability theory

Statistics

Statistical inference: Mathematical statistics

Economics

Microeconomics: Financial economics

Instructor

Lectures in this course (14)

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