EF3520 - Stochastic Calculus for Finance
EF3520 - Stochastic Calculus for Finance
EF3520_high_score_resources_zh
Course Information
- Official Course Page: https://www.cityu.edu.hk/catalogue/ug/current/course/EF3520.htm
- Latest Syllabus (2024-25): https://www.cityu.edu.hk/ug/202526/course/EF3520.pdf
https://www.perplexity.ai/search/as-a-stochastic-calculus-maste-MZHXpVlFSwWwbAydoAMCzg
心得
https://lihkg.com/thread/865818/page/1
https://lihkg.com/thread/1924963/page/1
Course Description
Keyword Syllabus
- Partial Differential Equations
2. Two-instants model
3. N-instants model
4. Self-financing portfolio
5. Risk neutral measure
6. Arbitrage opportunity
7. Market completeness
8. Filtration
9. Brownian motion
10. Stochastic processes
11. Itô formula
12. Black-Scholes Formula
Pre-requisites
Academic Materials by Type
Final Exam
- EF3520 Final Exam information on CityU Catalogue
- EF3520 Stochastic Calculus Homework 2 (might contain final exam related questions) on Studocu
- Stochastic Calculus Exam Review: Key Concepts and ... on Course Hero
- EF3520 Final Exam materials on Course Hero
Quizzes
- EF3520 Quizzes on Course Hero
- EF3520 Quizzes on Studocu
- Note: Specific quiz papers for EF3520 are not readily available through direct search. The course assessment may rely more on assignments and exams.
Midterm Exam
- EF3520 Stochastic Calculus for Finance Midterm Exam 2015 on Course Hero
- EF3520 Midterm Exam information on CityU Catalogue (mentions examination as part of assessment)
- Note: Other specific past midterm exam papers for EF3520 are not readily available through direct search. The course assessment may rely more on assignments and quizzes.