Spring 2024 Statistics GU4265 section 001

STOCHASTIC METHODS IN FINANCE

STOCHASTIC METHODS IN FIN

Call Number 13679
Day & Time
Location
TR 6:10pm-7:25pm
301 Uris Hall
Points 3
Grading Mode Standard
Approvals Required None
Instructor Graeme Baker
Type LECTURE
Method of Instruction In-Person
Course Description Prerequisites: STAT GU4264. Mathematical theory and probabilistic tools for modeling and analyzing security markets are developed. Pricing options in complete and incomplete markets, equivalent martingale measures, utility maximization, term structure of interest rates. This is a core course in the MS program in mathematical finance.
Web Site Vergil
Department Statistics
Enrollment 4 students (25 max) as of 10:04AM Wednesday, December 4, 2024
Subject Statistics
Number GU4265
Section 001
Division Graduate School of Arts and Sciences
Open To Barnard College, Columbia College, Engineering:Undergraduate, Engineering:Graduate, GSAS, General Studies, Professional Studies
Section key 20241STAT4265G001