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Spring 2020 Statistics GR5265 section 001
STOCHASTIC METHODS IN FINANCE
STOCHASTIC METHODS IN FIN

Call Number 16787
Day & Time
Location
MW 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 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 78 students (86 max) as of 8:04AM Saturday, February 22, 2020
Subject Statistics
Number GR5265
Section 001
Division Graduate School of Arts and Sciences
Open To GSAS
Campus Morningside
Note STAT MA & MATH FINANCE students only
Section key 20201STAT5265G001

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SIS update 02/22/20 08:04    web update 02/22/20 11:19