Stochastics Methods in Finance
Part of STAT 4265 Stochastic Methods in Finance
4:10pm–5:25pm
NORTHWEST CORNER NWC 501
Morningside
Seat data provenance: Directory as of August 23, 2026 at 4:00 AM
Description
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.
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Flat map — motion reduced
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- Grading
- Not published
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- Credits
- 3 credits
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