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  • PSTAT 170

    • Introduction to Mathematical Finance . PSTAT 170

    Describes mathematical methods for estimating and evaluating asset pricing models, equilibrium and derivative pricing, options, bonds, and the term-structure of interest rates. Also introduces finance optimization models for risk management and financial engineering.

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    Prerequisites: PSTAT 120A-B and 160A, all completed with a minimum grade of C or better.

    4

    Units

    Optional

    Grading

    1, 2

    Passtime

    None

    Level Limit

    Letters and science

    College
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    Instructors
    TAN YING
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    Lecture
    CHEM 1171
    M W
    08:00 AM - 09:15 AM
    98 / 100
    Sections
    ILP 4103
    W
    10:00 AM - 10:50 AM
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    ILP 4207
    W
    11:00 AM - 11:50 AM
    25 / 25 Full
    ILP 4211
    T
    13:00 PM - 13:50 PM
    25 / 25 Full
    PHELP1444
    W
    14:00 PM - 14:50 PM
    24 / 25
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    Spring 2024 . Tan Ying
    PSYCH1902
    M W
    11:00 AM - 12:15 PM
    Winter 2024 . Ludkovski M
    HSSB 1174
    T R
    12:30 PM - 13:45 PM
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    PSTAT 170 Tan Ying Fall 2023 Total: 59
    PSTAT 170 Pedersen H W Summer 2023 Total: 17
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