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Columbia MFE stochastic calculus in MSFE?

Joined
3/3/10
Messages
107
Points
28
i was looking over the MSFE curriculum curriculum and I did not notice any courses on Stochastic Calculus. Btw do they use Shreve's book?

am i missing something?
 
IEOR E4701: Stochastic Models for Financial Engineering
 
"Review of elements of probability theory, Poisson processes, exponential distribution, renewal theory, Wald's equation. Introduction to discrete-time Markov chains and applications to queueing theory, inventory models, branching processes."

thats hardly stochastic calculus, i mean thats like an undergrad stochastic process course i took already
 
BTW, what is the schedule (I mean what time does it take on average) to complete both Shreve books??? Anyone completed these 2 books at university? I'm studding it on MBA program as I saw and wonder if it is 2 semesters long. (I'm studding it myself currently though)
 
Both volumes of Shreve are covered in one semester at a brisk pace at my U.
 
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