STAT0018 Stochastic Methods in Finance II

Level	Credits	Term	Type
6 or 7	15	2	Departmental

Module description

This module aims to explore advanced topics in finance via mathematical and statistical methods in order to gain a better understanding of optimal decision making, risk management and derivative pricing techniques.

Further details are available in the STAT0018 UCL Module Catalogue entry.

Prerequisite knowledge

STAT0018 is primarily intended for students within the Department of Statistical Science (including the CSML & MASS programmes). The academic prerequisite for these students, in addition to their (other) compulsory modules, is one of MATH0031 / STAT0013.

For outside students, the same modules alone are considered a sufficient prerequisite, i.e. one of MATH0031 or STAT0013

Registration process

STAT0018 is offered as an elective. Prospective elective students who have taken one of the prerequisite modules listed above should simply register for STAT0018 on Portico and await a decision. Prospective elective students who have taken courses equivalent to the listed modules must additionally consult a member of staff in the Department of Statistical Science.

Consultation request form

This webpage part of a guide to modules offered by the Department of Statistical Science that are available to students registered in other UCL departments and should be read in conjunction with the general information on the front page of the guide.