STAT 5265Section 001Fall 20263 credits
Stochastic Methods in Finance
Call number
Monday and Wednesday
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 GR5264 Available to SSP, SMP. 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.
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In your week
Mon7
Wed2
Where it meets
Flat map — motion reduced
Workload and grading
- Grading
- Not published
- Format
- Not published
- Credits
- 3 credits
Reported workload
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