This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Financial Mathematics and Statistics, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and Business. This course is available as an outside option to students on other programmes where regulations permit and to General Course students.
This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Financial Mathematics and Statistics, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and Business. This course is available as an outside option to students on other programmes where regulations permit and to General Course students.
This course will be delivered through a combination of classes and lectures totalling a minimum of 29 hours across Michaelmas Term. This year, some? of this teaching may be delivered through a combination of virtual classes and flipped-lectures delivered as short online videos. This course includes a reading week in Week 6 of Michaelmas Term.
Compulsory written answers to two sets of problems.
R Durrett, Essentials of Stochastic Processes; T Mikosch, Elementary Stochastic Calculus with Finance in View; Institute of Actuaries core reading notes.
Exam (100%, duration: 3 hours) in the January exam period.