| Call Number | 14279 |
|---|---|
| Day & Time Location |
TR 6:10pm-7:25pm 417 International Affairs Building |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Gokce Dayanikli |
| Type | LECTURE |
| Method of Instruction | In-Person |
| 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 | 113 students (150 max) as of 6:08PM Thursday, April 25, 2024 |
| 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 | 20231STAT5265G001 |