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STAT GU4265 Stochastic Methods in Finance. 3 points.

Prerequisites: STAT GU4264.

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.  This is a core course in the MS program in mathematical finance.

Fall 2017: STAT GU4265
Course Number Section/Call Number Times/Location Instructor Points Enrollment
STAT 4265 001/69659 M W 7:40pm - 8:55pm
312 Mathematics Building
Ioannis Karatzas 3 9/35

Statistics

http://bulletin.columbia.edu/general-studies/undergraduates/majors-concentrations/statistics/

The Statistics Department Office: 1005 School of Social Work (1255 Amsterdam Avenue); 212-851-2132 http://www.stat.columbia.edu

Statistics

http://bulletin.columbia.edu/barnard-college/courses-instruction/statistics/

...STAT GU4262 Stochastic Processes for Finance , STAT GU4264 Stochastic Processes and Applications , or STAT GU4265...

Statistics

http://bulletin.columbia.edu/columbia-college/departments-instruction/statistics/

...STAT GU4262 Stochastic Processes for Finance , STAT GU4264 Stochastic Processes and Applications , or STAT GU4265...