Stochastic Calculus and Applications Michael Tehranchi

Lent 2015

Mon, Wed, Fri at 9am in MR12

The official course description

Lecture notes

Lecture notes up to lecture 24.

Examples classes

The revision class for Stochastic Calculus will be Tue 19 May 10:00-11:00 in MR12.

Please email me questions from the lectures, example sheets or past exams you would like me to discuss.

Example sheets

Supplemental reading

Finally, here are some books on probability theory at the level encountered in this course.

Interesting links

The probability seminar.

The finance workshop.

Advice for PhD applicants in financial mathematics in Cambridge.

Employment contacts

For those interested in employment in a bank or hedge fund, here is a list of people to contact.

Last updated 25 January 2016.