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: |
Prof.Dr. VÝLDA PURUTÇUOÐLU |
| 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.
