Course Name: Probability and Stochastics for finance

Course abstract

This course provides the minimum mathematical requirements to study mathematical finance or more precisely the pricing of financial derivatives.


Course Instructor

Media Object

Prof. Joydeep Dutta

Joydeep Dutta?is currently a Professor with the Economics Group in the Department of Humanities and Social Sciences at IIT Kanpur. He was previously a faculty in the mathematics department at IIT Kanpur. His major research interest lies in convex and nonsmooth optimization. He enjoys teaching mathematical finance. He had introduced and taught the first ever course in mathematical finance at IIT Kanpur.

Teaching Assistant(s)

Prashant Jha

Ph.D (pursuing)

Poonam Kesarwani

PhD Scholar
Department of Mathematics and statistic
IIT Kanpur

 Course Duration : Jan-Mar 2016
  View Course
 Enrollment : 05-Dec-2015 to 04-Feb-2016
 Exam Date : 20-Mar-2016

Enrolled

1580

Registered

36

Certificate Eligible

23

Certified Category Count

Gold

3

Silver

0

Elite

8

Successfully completed

8

Participation

4

Success

Elite

Gold




Legend

>=90 - Elite+Gold
60-89 - Elite
35-59 - Successfully Completed
<=34 - Certificate of Participation

Final Score Calculation Logic

  • Assignment Score = Average of best 3 out of 4 assignments
  • FINAL SCORE (Score on Certificate) = 75% of Exam Score + 25% of Assignment Score
Probability and Stochastics for finance - Toppers list

SUBRATO CHAKRAVORTY 91%

IIT (BHU) VARANASI

ROHIT KUMAR MENDIRATTA 91%

THOMAS WHITE INDIA PVT LTD

GOTETI RAGHAVA SASKANTH 90%

GUNAATITA

RACHIT TRIPATHI 87%

IIT KHARAGPUR

KESHAV SEHGAL 85%

IIT KHARAGPUR

GURPREET SINGH 76%

PUNJAB GOVT

LAL BAHADUR PRASAD 68%

THE CLEARING CORPORATION OF INDIA LTD

ANKITA GUPTA 68%

SRI RAM COLLEGE OF COMMERCE UNIVERSITY OF DELHI

PARICHAY MITRA 64%

JABALPUR ENGINEERING COLLEGE

RISHABH AGARWAL 62%

IIT (BHU) VARANASI

Assignment

Exam score

Final score

Score Distribution Graph - Legend

Assignment Score: Distribution of average scores garnered by students per assignment.
Exam Score : Distribution of the final exam score of students.
Final Score : Distribution of the combined score of assignments and final exam, based on the score logic.