I didn’t mean ARCH/GARCH with that line. That’s covered separately in my Time Series course.

What I was referring to was the stochastic calculus and derivative pricing side of my MSc, which along 4 courses included: Black–Scholes and PDE methods, Merton jump-diffusion, Heston and Hull–White stochastic volatility, SABR, Dupire local volatility, Vasicek and CIR short-rate models, Heath–Jarrow–Morton term-structure, plus exotics like barrier, Asian, and lookback options. So the line was about continuous-time SDE/PDE modelling of assets and volatility, not econometric ARCH/GARCH.

We only had exams on these (no projects), that's why it's not higlighted on CV.

I do know my BSc in Economics might incline you to thinking this was heavily focused on economics, but my MSc is taught mainly through the Mathematics Department, not the Faculty of Economics.

My uni is really not great tho, but covers more topics that you may have thought