Spring 2024 Statistics GR5265 section 001

STOCHASTIC METHODS IN FINANCE

STOCHASTIC METHODS IN FIN

Call Number 13655
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 GR5264 Available to SSP, SMP. 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.
Web Site Vergil
Department Statistics
Enrollment 115 students (135 max) as of 5:06PM Monday, December 2, 2024
Subject Statistics
Number GR5265
Section 001
Division Graduate School of Arts and Sciences
Open To GSAS
Note STAT MA & MATH FINANCE students only
Section key 20241STAT5265G001