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Ashoka University’s undergraduate course curriculum is taught across three semesters: Spring, Summer and Monsoon (Fall). Courses are broadly divided into three categories – Foundation Courses (core curriculum), Major & Minor Courses and Co-Curricular Courses.
You may search courses offered at Ashoka here. Please use the drop down menu to choose the specific semester and subject to see the full list of courses under each department. Foundation courses are offered in all semesters and do not have prerequisites. Offerings in other categories differ in each semester. Some higher level major/minor courses may have prerequisites.
To view Summer Semester Courses-2024: Click here
This is a course for advanced undergraduate students with an aptitude and interest in quantitative methods. The students will be exposed to no-arbitrateg based deep and beautiful ideas underlying mathematical finance. For this they will get an adequate exposure to stochastic calculus. Stochastic calculus is also relevant for the increasingly mainstream diffusion based generative AI.
The course content includes - Review of measure theoretic probability, Martingales, Brownian motion, Stochastic calculus including stochastic integration for continuous semimartingales, Itô's formula, Girsanov's theorem, stochastic differential equations and connections with partial differential equations, Discrete and Continuous time pricing theory, stochastic volatility models, interest rate models, partial differential equations in finance
