STAT639 Stochastic Differential Equations
| Course Code: | 2460639 |
| METU Credit (Theoretical-Laboratory hours/week): | 3 (3.00 - 0.00) |
| ECTS Credit: | 8.0 |
| Department: | Statistics |
| Language of Instruction: | English |
| Level of Study: | Graduate |
| Course Coordinator: | |
| Offered Semester: | Fall and Spring Semesters. |
Course Objectives
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.