ACTSC 969Stochastic Calculus for Quantitative Finance
- Units
- 0.50
- Level
- Graduate
- Faculty
- Mathematics
- Subject
- Actuarial Science
ACTSC 969 as listed in the Winter 2026 Graduate Calendar. The main page has the current version, when it runs, and seats.
The course provides an introduction to Itô calculus and stochastic processes in the context of quantitative finance. Topics include: quadratic variation, Itô formula, Itô differential equations, Brownian motion, geometric Brownian motion, martingales, connection between diffusion processes and partial differential equations, Girsanov transform.
Prerequisites
- Enrolled in Master of Quantitative Finance (MQF)
Antirequisites
None listed.
Leads to
No course lists it as a requisite.
Check it elsewhere for Winter 2026
- Graduate Calendar, Winter 2026The archived entry
- Requirements for Winter 2026Waterloo’s requisite checker
- Course outlinesSyllabi from past terms (UW login)
- UW FlowStudent ratings and reviews
- WClassesPast sections back to 2004, and who taught them
Calendar versions
Graduate Calendar
- Spring 2024
- Fall 2024
- Winter 2025
- Spring 2025 requisites changed
- Fall 2025
- Winter 2026 (shown here)
- Spring 2026
- Fall 2026