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.

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
Unlocks PSTAT 176 PSTAT 276
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LUDKOVSKI M
Michael Ludkovski
3.0
21 reviews
AI predicted, based on past grading trends of the course and instructor, class info, and 127 other factors
ILP 4101
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14:00 PM - 14:50 PM
0 / 25

ILP 3314
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15:00 PM - 15:50 PM
0 / 25

GIRV 2129
R
16:00 PM - 16:50 PM
0 / 25

ILP 3205
R
17:00 PM - 17:50 PM
0 / 25

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Winter 2024 . Ludkovski M
HSSB 1174
T R
12:30 PM - 13:45 PM
Winter 2025 . Ludkovski M
BUCHN1920
T R
11:00 AM - 12:15 PM
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PSTAT 170 Ludkovski M Winter 2025 Total: 65
PSTAT 170 Ludkovski M Winter 2024 Total: 65
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21
3.0
PSTAT170 . Ludkovski M 2 Years Ago

One of the best professors in the stats department. His understanding to financial math materials are unparalleled. Hard exmas and hard homeworks, but office hours are extremely helpful. You are actually going to learn practical stuff from Professor Ludkovski. Strongly recommended.

0 helpful 0 unhelpful
PSTAT170 . Ludkovski M 3 Years Ago

Very clear and straightforward professor who lectures well. The material he teaches is hard so his classes are difficult but he makes it as comprehendible as possible. 2nd time taking him, would take again as his exams are very much exactly what he teaches. Go to lectures and put in the work and you'll for sure get the A

0 helpful 0 unhelpful
PSTAT170 . Ludkovski M 10 Years Ago

Okay prof, but beware he writes small. Also too many typos in the hw.

2 helpful 0 unhelpful
PSTAT170 . Ludkovski M 13 Years Ago

The best statistics professor I've had. Ludkovski knows what's up, and has a sense of humor. The Russian accent is nice to listen to. You are going to have to work hard in this class but you will learn a lot. Tests are challenging and test for knowledge rather than just recycling homework or practice test questions. The final curve gave ~7%.

1 helpful 0 unhelpful
PSTAT170 . Ludkovski M 14 Years Ago

The classes he teaches just happen to be challenging courses but overall a good teacher. Tests are harder than expected. Have to work hard to get the grade.

1 helpful 0 unhelpful
PSTAT223C . Ludkovski M 7 Months Ago

223C with Ludkovski was a great class. It balanced computational methods and the underlying theory extremely well. While the homeworks were very difficult and strictly graded, I learned immensely from his criticisms. They were great practice at testing both my understanding of the theory and my skill with implementing the methods.

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