Jun 14, 2025  
USC Catalogue 2024-2025 
    
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USC Catalogue 2024-2025

MATH 530a Stochastic Calculus and Mathematical Finance

Units: 3
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.
Instruction Mode: Lecture
Grading Option: Letter