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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.
Spring 2022: STAT GU4265
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Course Number | Section/Call Number | Times/Location | Instructor | Points | Enrollment |
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STAT 4265 | 001/13886 | T Th 6:10pm - 7:25pm 408 Zankel |
Johannes Wiesel | 3 | 6/15 |
Statistics
Barnard College
http://bulletin.columbia.edu/barnard-college/courses-instruction/statistics/
The Statistics Department Office: 1005 School of Social Work (1255 Amsterdam Avenue); 212-851-2132 http://www.stat.columbia.edu
Statistics
General Studies
http://bulletin.columbia.edu/general-studies/majors-concentrations/statistics/
The Statistics Department Office: 1005 School of Social Work (1255 Amsterdam Avenue); 212-851-2132 http://www.stat.columbia.edu
Statistics
Columbia College
http://bulletin.columbia.edu/columbia-college/departments-instruction/statistics/
...on STAT GU4262 Stochastic Processes for Finance , STAT GU4264 STOCHASTC PROCSSES-APPLIC , or STAT GU4265...
Psychology
Columbia College
http://bulletin.columbia.edu/columbia-college/departments-instruction/psychology/
...Inference STAT UN1001 INTRO TO STATISTICAL REASONING STAT...and Language (Seminar) PSYC GU4265 Auditory Perception PSYC...
Neuroscience and Behavior
General Studies
http://bulletin.columbia.edu/general-studies/majors-concentrations/neuroscience-behavior/
...Inference STAT UN1001 INTRO TO STATISTICAL REASONING STAT...and Language (Seminar) PSYC GU4265 Auditory Perception PSYC...
Psychology
General Studies
http://bulletin.columbia.edu/general-studies/majors-concentrations/psychology/
...Inference STAT UN1001 INTRO TO STATISTICAL REASONING STAT...and Language (Seminar) PSYC GU4265 Auditory Perception PSYC...