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Martingale theory / Mathematical finance / Integral calculus / Girsanov theorem / Stochastic calculus / Black–Scholes / Martingale representation theorem / Martingale / J. Michael Steele / Statistics / Stochastic processes / Probability theory


Statistics 955 Stochastic Calculus and Financial Applications Professor J. Michael Steele Prerequisites: This course is designed for students who want to develop professional skill in stochastic calculus and its applicat
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Document Date: 2011-09-10 17:01:52


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