Stochastic Calculus with Applications (MAST90059) // Further information

Further information

• Texts

  Prescribed texts

  None

  Recommended texts and other resources

  F. Klebaner. Introduction to stochastic calculus with applications, 2nd edn. Imperial College Press, London (2005)

• Related Handbook entries

  This subject contributes to the following:

  Type	Name
  Course	Master of Science (Mathematics and Statistics)
  Course	Master of Philosophy - Engineering
  Course	Master of Commerce (Finance)
  Course	Master of Data Science
  Course	Doctor of Philosophy - Engineering
  Course	Ph.D.- Engineering
  Informal specialisation	Mathematics and Statistics

• Available through the Community Access Program

  About the Community Access Program (CAP)

  This subject is available through the Community Access Program (also called Single Subject Studies) which allows you to enrol in single subjects offered by the University of Melbourne, without the commitment required to complete a whole degree.

  Entry requirements including prerequisites may apply. Please refer to the CAP applications page for further information.

Last updated: 3 November 2022