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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 GR5265 section 001
STOCHASTIC METHODS IN FINANCE
STOCHASTIC METHODS IN FIN

Call Number 13207
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 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 56 students (86 max) as of 9:06PM Friday, November 26, 2021
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 20211STAT5265G001

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SIS update 11/26/21 21:06    web update 11/26/21 21:23