《金融随机分析马成虎.docVIP

附件：大纲模板 研究生课程教学大纲 (Course Outline) 课程名称 (Course Name in Chinese)：金融随机分析 英文名称 (Course Name in English)：Stochastic Modeling in Finance 开课系 财务金融系 教学小组 负责人 马成虎 开课学期 春季 X 秋季 学分 3 一、 课程的教学目的 (Course Purpose) This course is an advanced treatment of no-arbitrage approach of stochastic modeling in finance. We shall put special emphasis on continuous time modeling. Fundamental theorem and various applications in option pricing and term structure of interest rates (TSIR) will be thoroughly covered. 二、 教学内容及基本要求 (Teaching Content and Requirements) Topics include: Stochastic processes and stoc