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Fall 2017 Statistics GR5265 section 001
STOCHASTIC METHODS IN FINANCE

Call Number 14252
Day & Time
Location
MW 7:40pm-8:55pm
312 Mathematics Building
Points 3
Approvals Required None
Instructor Ioannis Karatzas
Type LECTURE
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 CourseWorks
Department Statistics
Enrollment 5 students (86 max) as of 7:01PM Saturday, September 23, 2017
Subject Statistics
Number GR5265
Section 001
Division Graduate School of Arts and Sciences
Open To Graduate School of Arts and Science
Campus Morningside
Note STAT MA & MATH FINANCE STUDENTS ONLY
Section key 20173STAT5265G001

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SIS update 09/23/17 19:01    web update 09/24/17 15:03