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Stochastic Calculus Course

Stochastic Calculus Course
flexible workload from 4 to 360h
certificate recognized by the MEC

What will I learn?

Become proficient in stochastic calculus with our detailed course, specifically designed for professionals in mathematics. Deep dive into the analysis of historical data, learn how to analyse price volatility, and pinpoint crucial financial indicators. Gain expertise in programming financial models using Python and R, and explore the core concepts of stochastic calculus such as Brownian motion and Itô's Lemma. Further develop your abilities in mathematical modelling techniques, derivative products, and simulation analysis. Enhance your knowledge and apply these concepts to practical financial markets.

Elevify advantages

Develop skills

  • Master the analysis of price volatility to make well-informed financial decisions.
  • Develop and validate stochastic models for market predictions.
  • Implement financial models effectively using Python and R.
  • Simplify complicated financial concepts for straightforward communication.
  • Analyse simulation results to discover market insights.

Suggested summary

Before starting, you can change the chapters and workload. Choose which chapter to start with. Add or remove chapters. Increase or decrease the course workload.
Workload: between 4 and 360 hours

What our students say

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