MATH5835 Stochastic Processes

MATH5835 is a Honours and Postgraduate Coursework Mathematics course. See the course overview below.

Units of credit: 6

Prerequisites: No

Cycle of offering: Variable

Graduate attributes: The course will enhance your research, inquiry and analytical thinking abilities.

More information: This recent course handout (pdf) contains information about course objectives, assessment, course materials and the syllabus.

The Online Handbook entry contains information about the course. (The timetable is only up-to-date if the course is being offered this year.)

If you are currently enrolled in MATH5835, you can log into UNSW Moodle for this course.

Course Overview

Random Walk and Exponential Random Walk: interpretation in Mathematical Finance, martingales.