MGMTMFE 403
Stochastic Calculus
Grades
3.52
Average grade awarded in MGMTMFE 403. Not a student rating: this is what the grades were.
In the A range
44%
of the 432 letter grades
D, F or W
0.2%
of every letter grade awarded, plus withdrawals
Taken pass/no pass
-
the registrar has this letter grade only this term
The registrar's own records: 432 grades over 5 terms, Fall 2021 to Fall 2025. Every instructor is pooled here.
What is inside that record
No summer session is in that record.
The table below splits them, and term averages across those 5 terms ran 3.43 to 3.58.
Historical grades for all professors, across recorded terms. The course summary above includes all professors.
- A+ 26 · 6.0%
- A 142 · 32.9%
- A- 22 · 5.1%
- B+ 192 · 44.4%
- B 32 · 7.4%
- B- 6 · 1.4%
- C+ 4 · 0.9%
- C 7 · 1.6%
- F 1 · 0.2%
- I 1 of 433
Percentages are of the 432 letter grades. Grey bars are non-letter outcomes: incompletes (I).
How the non-letter outcomes are counted
They are excluded from the GPA entirely rather than scored, because counting a P as a 4.0 would be a fabrication.
By instructor
| Instructor | Predicted GPA | Raw | n | Terms | A range | Workload | Summer Session C 2026 |
|---|---|---|---|---|---|---|---|
| PANAGEAS, STAVROS reviews ↗ | 3.52 | 3.52 | 432 | 5 | 44% | - | not teaching it |
Why Predicted is not the Raw average
“Predicted” is shrunk toward the course average, which is itself shrunk toward the department, so an instructor with a handful of students sits near the course mean rather than topping the list.
Grade records describe outcomes. For what a course is like to take, read student reviews written on dibs below or follow the separate external review link.
Workload and assignments
Work types reported in BruinWalk reviews of this course, across recorded instructors and terms. They may differ from this term's syllabus.
dibs has not read this course’s reviews, so it cannot say what kind of work it sets. That is dibs not having looked. It is not a course without papers or exams, and the reviews linked below are the answer until dibs catches up.
From the registrar's catalog
Lecture, three hours. Limited to Master of Financial Engineering program students. Economic, statistical, and mathematical foundations of derivatives markets. Basic discrete- and continuous-time paradigms used in derivatives finance, including introduction to stochastic processes, stochastic differential equations, Ito’s lemma, and key elements of stochastic calculus. Economic foundations of Black/Scholes no-arbitrage paradigm, including introduction to Girsanov’s theorem and changes of measure, representation of linear functionals, equivalent martingale measures, risk-neutral valuation, fundamental partial differential equation representations of derivatives prices, market prices of risk, and Feynman/Kac representations of solutions to derivatives prices. Role of market completeness and its implications for hedging and replication of derivatives. S/U or letter grading.
Sections in Summer Session C 2026
From the people who took it
Student reviews
What taking MGMTMFE 403 was like: the work, the teaching, and what students wish they’d known.
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