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Spring 2020 Statistics GU4265 section 001
STOCHASTIC METHODS IN FINANCE
Stochastics Methods in Finance

Call Number 46689
Day & Time
Location
M 4:10pm-5:25pm
106 JEROME L GRE
Day & Time
Location
W 4:10pm-5:25pm
101 JEROME L GRE
Points 3
Grading Mode Standard
Approvals Required None
Instructor Ruimeng Hu
Type LECTURE
Method of Instruction Classroom
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 14 students (25 max) as of 8:02AM Sunday, February 23, 2020
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
Campus Morningside
Section key 20201STAT4265G001

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SIS update 02/23/20 08:02    web update 02/23/20 17:19