FINM3003

Course Descriptions

This course aims to provide students with recent developments in mathematical control theory and its applications to finance, such as application of stochastic control theory in financial economics. In particular, the course addresses a large spectrum of problems and techniques. The objective is to enable student to understand how control theory provides a large set of theoretical and computational tools with applications in finance. Other branches of control theory are found to have comparatively less applications to financial problems and the exchange of ideas and methods have intensified in recent years. This course establishes bridges between these separate fields.

Prerequisite

MATH1083 Calculus II

Workload

Workload not available

Modules

Modules not available