Academic Catalog

STAT639 STOCHASTIC DIFFERENTIAL EQUATIONS

Course Code:	2460639
METU Credit (Theoretical-Laboratory hours/week):	3(3-0)
ECTS Credit:	8.0
Department:	Statistics
Language of Instruction:	English
Level of Study:	Graduate
Course Coordinator:
Offered Semester:	Fall and Spring Semesters.

Course Content

This is an introductory stochastic calculus and stochastic differential equations course which will cover fundamental concept in the areas of stochastic calculus in finance, population models and such.