Mini Map

Stochastic calculus and mathematical finance

MTH5210

Synopsis

Variations and quadratic variation of functions. Review of integration and probability. Brownian motion. Ito integrals and Ito's formula. Stochastic differential equations and diffusions. Calculation of expectations and PDE's, Feynman-Kac formula. Martingales and semimartingales. Change of probability measure and Girsanov theorem. Fundamental theorems of asset pricing. Change of numeraire. Application to options.

Sourced from the Monash Handbook 2026.

Quick facts

Credit points
6
Level
5
Audience
Postgraduate
Type
Coursework
School
Faculty of Science
Faculty
School of Mathematics
Handbook year
2026

Prerequisites (2)

What it unlocks

Nothing in the visible graph depends on this unit.

Offerings (1)

  • First semesterClayton · ON-CAMPUS