Directory of Classes

NOTE: Course information changes frequently, including Methods of Instruction. Please revisit these pages periodically for the most recent and up-to-date course information.


Spring 2021 Statistics GU4265 section 001
STOCHASTIC METHODS IN FINANCE
STOCHASTIC METHODS IN FIN

Call Number 13170
Day & Time
Location
TR 6:10pm-7:25pm
ONLINE ONLY
Points 3
Grading Mode Standard
Approvals Required None
Instructor Cristian G Pasarica - e-mail, homepage
Type LECTURE
Method of Instruction On-Line Only
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 0 students (25 max) as of 4:52PM Saturday, December 4, 2021
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 20211STAT4265G001

Home      About This Directory      Online Bulletins      ColumbiaWeb      SSOL
SIS update 12/04/21 16:52    web update 12/04/21 17:20