Columbia MFE stochastic calculus in MSFE?

[iniesta]

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?

 

[roni]

IEOR E4701: Stochastic Models for Financial Engineering

 

[iniesta]

"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

 

[Tsotne]

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)

 

[vincegata]

Both volumes of Shreve are covered in one semester at a brisk pace at my U.

 

[Tsotne]

Both volumes of Shreve are covered in one semester at a brisk pace at my U.

One semester looks too short...Covering all of the contents?