Stochastic analysis and modelling encapsulate a rich field that combines rigorous probability theory with analytical tools to capture and forecast the behaviour of systems influenced by inherent ...

Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.

This course is compulsory on the MSc in Operations Research & Analytics. This course is not available as an outside option to students on other programmes. The course covers theory including the ...