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Spring 2020 Statistics GU4265 section 002
Stochastics Methods in Finance

Call Number 46690
Day & Time
TR 6:10pm-7:25pm
614 Schermerhorn Hall [SCH]
Points 3
Grading Mode Standard
Approvals Required None
Instructor Cristian G Pasarica - e-mail, homepage
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 3 students (25 max) as of 5:35PM Wednesday, February 26, 2020
Subject Statistics
Number GU4265
Section 002
Division Graduate School of Arts and Sciences
Open To Columbia College, Engineering:Undergraduate, Engineering:Graduate, GSAS, General Studies, Professional Studies
Campus Morningside
Section key 20201STAT4265G002

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SIS update 02/26/20 17:35    web update 02/26/20 21:20