学部・大学院区分
Undergraduate / Graduate
学部
時間割コード
Registration Code
0063611
科目名 【日本語】
Course Title
[(共通)G30]SML (Introduction to stochastic calculus)
科目名 【英語】
Course Title
[G30]Special Mathematics Lecture (Introduction to stochastic calculus)
使用言語
Language Used in the Course
English
担当教員 【日本語】
Instructor
RICHARD Serge charles ○
担当教員 【英語】
Instructor
RICHARD Serge charles ○
単位数
Credits
2
開講期・開講時間帯
Term / Day / Period
秋 水曜日 6時限
Fall Wed 6


授業の目的 【日本語】
Goals of the Course [JPN]
See English version.
授業の目的 【英語】
Goals of the Course [ENG]
Mathematics play a central role in all natural and social sciences. It is a universal language which can be learned, enjoyed, and shared by everybody. The goal of this course is to provide a solid knowledge on various mathematical topics. Each semester, a new subject is proposed, and the presentation is accessible to all motivated students, independently of their major and of their academic age. These lectures also offer a unique opportunity to study in an international, transdisciplinary, and friendly environment.
授業の達成目標 【日本語】
Objectives of the Course [JPN]
See English version.
授業の達成目標 【英語】
Objectives of the Course [ENG]
The aim of this course is to understand the mathematics behind the Brownian motion and behind the Black-Scholes model. Other applications will be studied depending on the interest of the audience.
教科書
Textbook
Free textbooks will be provided during the lectures
課外学修等
Study Load (Self-directed Learning Outside Course Hours)
Students are expected to read their notes, and to be familiar with the content of the previous lectures before each new lecture.
注意事項
Notice for Students
It is expected that the students will show a certain maturity in studying independently and in choosing some exercises and problems to solve. Study sessions will be organized on a weekly basis.
本授業に関するWebページ
Reference website for this Course
Introduction to stochastic calculus
担当教員からのメッセージ
Message from the Instructor
実務経験のある教員等による授業科目(大学等における修学の支援に関する法律施行規則に基づくもの)
Courses taught by Instructors with practical experience
授業開講形態等
Lecture format, etc.
B-3)Face-to-face course(both simultaneous interactive and on-demand methods will be provided when necessary)
対面授業の場合の講義室は、時間割B表(名大ポータル>教養教育院ページ掲載)を確認すること。