THIRD SEMESTERcoretheorySem 3
PROBABILITY, STOCHASTIC PROCESS AND OPERATION RESEARCH
MAT 2232
Syllabus
- 01Basic Probability theory & applications
- 02Applications of Probability in Finance
- 03Advanced Probability Theory
- 04Stochastic Processes in Finance
- 05Monte Carlo Simulation in Finance
- 06Time Series Analysis and Forecasting
- 07Applications of Probability in Financial Technology
- 08Linear Programming
- 09Network Models
- 10Integer Programming
References
- Rao, B. L. S. P., A First Course in Probability and Statistics, World Scientific, 2009.
- Gupta, S. C., & Kapoor, V. K., Fundamental of Mathematical Statistics. Sultan Chand & sons, 2002.
- Steven E. Shreve, Stochastic Calculus for Finance I: The Binomial Asset Pricing Model, Springer, 2004
- J.K. Sharma, Operational Research Theory and Application, Trinity Press, 2016
- Frederick S. Hillier and Gerald J. Lieberman , Introduction to Operations Research, McGraw Hill Education, 2017
- Hamdy A. Taha, Operations Research: An Introduction, Pearson Education, 2019
Credits Structure
4Lecture
0Tutorial
0Practical
4Total