This course aims at providing a rough representation of Stochastic Calculus with some of its applications in Finance, Engineering, and Science.This course aims to satisfy a rough representation of stochastic calculus with some of ITS applications in finance, engineering, and science.
Introduction to Stochastic Calculus with Applications, F. c Klebaner, 2ed, ICP
Introduction to stochastic calculus with applications, F. CK了 companion, 2 quota, ICP
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| 出席暨上課態度出席暨上課態度 Attendance and class attitude |
20 | |
| 四次考試四次考試 four exams |
40 | 每次10% |
| 作業暨期末報告作業暨期末報告 Homework and final report |
40 |
