City UniversityFaculty of Actuarial Science and Statistics

Stochastic Calculus 2003/04

This module is being taught on the MSc in Financial Mathematics and is also available to PhD students at Cass Business School. The lectures will be given by Dr Laura Ballotta and Dr Russell Gerrard.

From this web page you will be able to access an outline lecture plan, course notes, questions for practising on (with, eventually, solutions) and anything else I feel like putting up on the web.

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Maintained by Russell Gerrard