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Spring 2019 Statistics GR5265 section 002
STOCHASTIC METHODS IN FINANCE

Call Number 22455
Day & Time
Location
TR 6:10pm-7:25pm
614 Schermerhorn Hall [SCH]
Points 3
Grading Mode Standard
Approvals Required None
Instructor Pawel Polak
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 64 students (86 max) as of 8:06PM Monday, July 22, 2019
Final Exam Day/Time
T 7:10pm-10:00pm
Final Location 614 Schermerhorn Hall [SCH]
Subject Statistics
Number GR5265
Section 002
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 20191STAT5265G002

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SIS update 07/22/19 20:06    web update 07/22/19 20:19