| Call Number | 14054 |
|---|---|
| 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 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 | 109 students (135 max) as of 9:05PM Thursday, April 3, 2025 |
| 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 | 20251STAT5265G001 |