| Call Number | 14033 |
|---|---|
| Day & Time Location |
TR 6:10pm-7:25pm 301 Pupin Laboratories |
| 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 | 6 students (25 max) as of 9:05PM Wednesday, April 2, 2025 |
| 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 | 20251STAT4265G001 |