This course aims at providing a rough representation of Stochastic Calculus with some of its applications in Finance, Engineering, and Science.This course aim Sat providing A rough representation of stochastic calculations with some of ITS applications inf I nce, engineering, and science.
Introduction to Stochastic Calculus with Applications, F. c Klebaner, 2ed, ICP
Introduction to stochastic calculations with applications, F. CK, 2 credit limit, 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 attendance |
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 Work and final report |
40 |
