Courses

Main topics are: Brownian motion (Wiener process), martingales, stochastic (Ito) integration, stochastic differential equations, diffusion processes. These tools are heavily used in financial mathematics, biology, physics, and engineering. Thus if someone wants to enter e.g. the flourishing field of financial...
Instructor: Miklós Rásonyi, Kinga Tikosi - TA
Credits: 2.0
IMPORTANT: This course can accommodate a maximum of 30 students. Priority is given to Mathematics students (Master and PhD) and Network Science PhD students. All other students are selected based on the entry test score. Students that take the course for grade have priority over auditors. All students, both registered...
Instructor: Roberta Sinatra
Credits: 3.0
Main topics are: Brownian motion (Wiener process), martingales, stochastic (Ito) integration, stochastic differential equations, diffusion processes. These tools are heavily used in financial mathematics, biology, physics, and engineering. Thus if someone wants to enter e.g. the flourishing field of financial...
Instructor: Rásonyi Miklós
Credits: 3.0