STAT 76200
Stochastic Methods in Finance · 3 credits · Spring 2027
Requirements
Prerequisite: STAT 701, STAT 702 and STAT 703
About this course
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.
Seat status as of Oct 2, 10:25 AM ET. Seats can change between refreshes.
01-LEC Regular
Mon · 7:30 PM - 9:20 PM
East Bldg E920
Instructor not announced yetIn PersonOpen