ADS 550

Course Code & Number
ADS 550
Course Title
Stochastic Processes
Level
MS
Credit Hours/ ECTS Credits
(3+0+0) 3 TEDU Credits, 7.5 ECTS Credits
Pre-requisite / Co-requisite:
Pre-requisites: NONE
Co-requisites: NONE
Catalog Description
Stochastic Analysis and Stochastic Calculus, Ito and Levy Processes, Black-Scholes Model