|Stochastic Calculus and Applications||
Mon, Wed, Fri at 9am in MR12
The official course description
Lecture notes up to lecture 24.
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.
Finally, here are some books on probability theory at the level encountered in this course.
The probability seminar.
The finance workshop.
Advice for PhD applicants in financial mathematics in Cambridge.
For those interested in employment in a bank or hedge fund, here is a list of people to contact.
Last updated 25 January 2016.