| Call Number | 14489 |
|---|---|
| Day, Time & Location | View Class Schedule & Location in Vergil |
| 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. |
| Department | Statistics |
| Enrollment | 0 students (25 max) as of 8:06PM Tuesday, October 13, 2026 |
| Subject | Statistics |
| Number | GU4265 |
| Section | 001 |
| Division | Graduate School of Arts and Sciences |
| Open To | Columbia College, Engineering:Undergraduate, General Studies |
| Section key | 20271STAT4265G001 |