MTH 5500: Stochastic Calculus for Financ at Baruch College
4 credits · Spring 2027
Stochastic Calculus for Financ (MTH 5500) at Baruch College has 1 way to take it in Spring 2027. 1 of 1 section has an open seat right now.
The professor is: Louis-Pierre Arguin.
Compare them below, check the days and times, and add the course to your schedule.
Requirements
Prerequisite: MTH 4120, MTH 4125, MTH 4500.
About this course
This course is an introduction to stochastic calculus and its applications to modern finance. The core topics developed in the course are the Ito stochastic integral, Ito's formula, and basic stochastic differential equations. The course will provide students with indispensable tools for valuation of financial derivatives and for keeping up with developments in financial modeling. MTH 5500 can be used as an elective within the actuarial science and mathematics majors, as an elective within the mathematics minor, as a required course for the proposed financial engineering major, or as a general elective for the BA, BBA, or BS degrees.Prerequisite: MTH 4120, MTH 4125, MTH 4500.
Professors for MTH 5500 at Baruch, Spring 2027
- Louis-Pierre ArguinChill Rank 3 of 5: Fair?
1 section · 1 open · ★ 4.6 (15) · difficulty 3.2/5 · 80% would take again
Ordered chillest first. A Chill Rank compares a professor with other CUNY professors on Rate My Professors difficulty, rating and would-take-again; it needs at least 3 ratings. How it works
MTH 5500 sections, times and seats
Seat status as of Oct 4, 11:21 PM ET. Seats can change between refreshes. How fresh is this?
Chill Rank compares professors using Rate My Professors reviews, from Chill to Brutal. What each rank means
Questions about MTH 5500 at Baruch
- Who teaches MTH 5500 at Baruch in Spring 2027?
- Louis-Pierre Arguin is listed for Spring 2027. Each name links to a page with their Chill Rank and Rate My Professors numbers.
- Is MTH 5500 at Baruch hard?
- It depends on the professor. Across the 1 professor with a Chill Rank, students on Rate My Professors give an average difficulty of 3.2 out of 5. The Chill Rank above compares them directly.
- What if a MTH 5500 section is full?
- Try another section, join the waitlist in CUNYfirst if there is one, or ask the department. You can also watch a full section and get an email when a seat opens; you still enroll yourself in CUNYfirst.