Stochastic Calculus Course
Master stochastic calculus for finance: build GBM models, derive Black–Scholes, compute Greeks, and implement Monte Carlo methods. Ideal for math professionals who want rigorous tools for pricing, risk-neutral valuation, and real-world risk management.

4 to 360 hours of flexible workload
valid certificate in your country
What Will I Learn?
This Stochastic Calculus Course gives you a focused, practical path from Brownian motion and Itô calculus to geometric Brownian motion, risk-neutral pricing, and the Black–Scholes formula. You learn to derive key results, compute option prices and Greeks, implement Monte Carlo methods, diagnose numerical issues, and assess model limitations, including stochastic volatility and jump-diffusion extensions.
Elevify Differentials
Develop Skills
- Price options with Black–Scholes and Monte Carlo in a fast, robust workflow.
- Compute Delta and key Greeks and interpret their risk meaning in real trades.
- Apply Itô calculus and solve linear SDEs for practical asset price modeling.
- Build risk-neutral measures and price payoffs via discounted expectations.
- Diagnose GBM model limits and compare stochastic volatility and jump models.
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.What our students say
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