Directory of Classes
NOTE: Course information changes frequently. Please re-visit these pages periodically for the most recent and up-to-date information.

Spring 2019 Statistics GR5265 section 001
STOCHASTIC METHODS IN FINANCE

Call Number 75736
Day & Time
Location
MW 4:10pm-5:25pm
209 Havemeyer Hall
Points 3
Grading Mode Standard
Approvals Required None
Instructor Ruimeng Hu
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 Vergil
Department Statistics
Enrollment 45 students (86 max) as of 7:05PM Tuesday, July 23, 2019
Final Exam Day/Time
M 4:10pm-7:00pm
Final Location 209 Havemeyer Hall
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 20191STAT5265G001

Home      About This Directory      Online Bulletins      ColumbiaWeb      SSOL
SIS update 07/23/19 19:05    web update 07/23/19 19:19