5476 - 隨機微積分 英授 Taught in English
Stochastic Calculus
教育目標 Course Target
This course aims at providing a rough representation of Stochastic Calculus with some of its applications in Finance, Engineering, and Science.
This course aims at providing a rough representation of Stochastic Calculus with some of its applications in Finance, Engineering, and Science.
參考書目 Reference Books
Introduction to Stochastic Calculus with Applications, F. c Klebaner, 2ed, ICP
Introduction to Stochastic Calculus with Applications, F. c Klebaner, 2ed, ICP
評分方式 Grading
| 評分項目 Grading Method |
配分比例 Percentage |
說明 Description |
|---|---|---|
|
出席暨上課態度 Attendance and class attendance |
20 | |
|
四次考試 Four exams |
40 | 每次10% |
|
作業暨期末報告 Work and final report |
40 |
授課大綱 Course Plan
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相似課程 Related Courses
無相似課程 No related courses found
課程資訊 Course Information
基本資料 Basic Information
- 課程代碼 Course Code: 5476
- 學分 Credit: 0-3
-
上課時間 Course Time:Tuesday/2,3,4[ST527]
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授課教師 Teacher:陳淑珍
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修課班級 Class:應數碩1,2
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選課備註 Memo:大學部可抵專題
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