Stochastic Methods in Finance
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Overview
Subject area
STAT
Catalog Number
76200
Course Title
Stochastic Methods in Finance
Department(s)
Description
Mathematical theory and probabilistic tools for modeling and analyzing security markets. Pricing options in complete and incomplete markets, equivalent martingale measures, utility maximization, interest rate models.
Typically Offered
Fall, Spring
Academic Career
Graduate
Liberal Arts
Yes
Credits
Minimum Units
3
Maximum Units
3
Academic Progress Units
3
Repeat For Credit
No
Components
Name
Lecture
Hours
3
Requisites
029599