![]() ![]() Students may not select both STAT0013 and MATH0031 Financial Mathematics. All potential elective students must consult a member of staff in the Department of Statistical Science, who will confirm whether they have the necessary prerequisites. It is not necessary to register separately with a member of staff in the Department of Statistical Science (successful admission to the programme already demonstrates that the prerequisites can be met). Students from this programme should simply register for STAT0013 on Portico and await a decision. STAT0013 is specified as a formal option within the MSc Computational Statistics and Machine Learning programme. Zdzislaw Brzezniak Credit value: 10 credits Credit level: H Academic. Prospective elective students who do not satisfy the standard prerequisiters must additionally consult a member of staff in the Department of Statistical Science. Stochastic Processes - MAT00030H Department: Mathematics Module co-ordinator: Prof. Prospective elective students who have taken one of the standard prerequisites should simply register for STAT0013 on Portico and await a decision. Mathematics students who do not satisfy the standard prerequisites must additionally consult a member of staff in the Department of Statistical Science. STAT0013 is specified as a formal option for third and fourth year undergraduates from the Department of Mathematics. Any such student who has taken one of the standard prerequisites (simultaneous attendance of STAT0005 is also acceptable) should simply register for STAT0013 on Portico and await a decision. The aim of this book is to fill this gap and to show how recent methods of stochastic finance can be useful for to the risk management of pension funds. Standard prerequisitesĮCON0019, SESS0023 or STAT0005 Registration process Undergraduates 4 5 The set used to index the random variables is called the index set. This module aims to introduce mathematical concepts and tools used in the finance industry, in particular stochastic models and techniques used for financial modelling and derivative pricing.įurther details are available in the STAT0013 UCL Module Catalogue entry. A stochastic or random process can be defined as a collection of random variables that is indexed by some mathematical set, meaning that each random variable of the stochastic process is uniquely associated with an element in the set. ![]()
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