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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
    Unlocks PSTAT 176 PSTAT 276
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    Instructors
    ZHU ZIMU
    Zimu Zhu
    3.5
    22 reviews
    Lecture
    NH 1006
    T R
    18:30 PM - 19:45 PM
    75 / 75 Full
    Sections
    ILP 4207
    W
    15:00 PM - 15:50 PM
    25 / 25 Full
    ILP 3107
    W
    16:00 PM - 16:50 PM
    25 / 25 Full
    ILP 4101
    W
    17:00 PM - 17:50 PM
    25 / 25 Full
    Enrollment Trends
    Past Enrollment Trends (6)
    See All
    Winter 2024 . Ludkovski M
    HSSB 1174
    T R
    12:30 PM - 13:45 PM
    Summer 2024 . Pedersen H W
    ELLSN2626
    M T W R
    09:30 AM - 10:35 AM
    Grading Trends (40)
    See All
    PSTAT 170 Zhu Zimu Spring 2024 Total: 70
    PSTAT 170 Zhu Zimu Spring 2023 Total: 60
    Rate My Professors
    See All
    22
    3.5
    PSTAT170 . Zhu Zimu 1 Year, 1 Month Ago

    By far my favorite Stats professor. Took him for 120A, 160A, and 170. Got at least a B in every single one. Posts all lecture notes online, so you don't have to show up (worked very well with my busy schedule). Tests take up around 60% of the grade but they're very similar to the reviews he posts, and he almost always curves the class average.

    0 helpful 0 unhelpful
    PSTAT170 . Zhu Zimu 3 Years Ago

    Excellent Professor.

    0 helpful 0 unhelpful
    PSTAT170 . Zhu Zimu 3 Years Ago

    The course is math heavy but you learn a lot. Plus, the work load is pretty light. Additionally, the professor provides a pdf of his lecture notes, making it easy to review and follow along. He is extremely friendly, if you talk to him after class.

    0 helpful 1 unhelpful
    PSTAT160A . Zhu Zimu 1 Year, 3 Months Ago

    All notes are online, midterm and finals are similar to practice midterm and finals.

    0 helpful 0 unhelpful
    PSTAT160A . Zhu Zimu 1 Year, 3 Months Ago

    Zimu is a great professor. The tests were reasonable, plus he provided practice exams for us to study from. His lecture notes are straightforward and are always related to the homework assignments and exams. He is also quick to respond to emails. Not much more I can ask for from a professor.

    0 helpful 0 unhelpful
    PSTAT160A . Zhu Zimu 1 Year, 6 Months Ago

    I have to admit he is super nice, and his lecture slides are, often times, clear and serve as great study materials.

    0 helpful 0 unhelpful
    See all 22 reviews
    Other PSTAT 170 Offerings
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    PSTAT 170
    73 / 75 Enrolled
    Introduction to Mathematical Finance
    Tan Ying
    M W
    11:00 AM - 12:15 PM
    33.3% A
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