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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