Dec 16, 2018  
Graduate Catalog 2018-2019 
    
Graduate Catalog 2018-2019

STAT 76200 - Stochastic Methods in Finance


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.
 

prereq: STAT 70100, STAT 70200, STAT 76100
Hours 3 hrs
Credits 3 cr.