Advanced topics in asset pricing models, portfolio optimization, interest rate modeling and derivative pricing. Fundamental Theorem of Asset Pricing, Markowitz Mean-Variance Frontier, Capital Asset Pricing Theory, Monte Carlo methods and variance reduction techniques.

Prerequisites: PSTAT 160A-B, PSTAT 170; PSTAT 160B may be taken concurrently. PSTAT 160A and PSTAT 170 must be completed with a B- or higher.

4

Units

Optional

Grading

1, 2, 3

Passtime

None

Level Limit

Letters and science

College
PEDERSEN H W
Hal Pedersen
2.1
19 reviews
AI predicted, based on past grading trends of the course and instructor, class info, and 127 other factors
ILP 3310
R
14:00 PM - 14:50 PM
6 / 5 Full

Spring 2025 . Ludkovski M
SH 1430
T R
11:00 AM - 12:15 PM
Spring 2026 . Ludkovski M
SH 1430
M W
11:00 AM - 12:15 PM
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PSTAT 276 Ludkovski M Spring 2025 Total: 12
PSTAT 276 Ichiba T Spring 2024 Total: 14
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19
2.1
PSTAT171 . Pedersen H W 3 Months Ago

lectures were kinda pointless to attend, and not much useful resources were available other than the textbook and TAs. if you want to know what is actually going on in the class, chatgpt will be your best friend. the whole grade is only 4 quizzes and the final, so it's 100% on you to practice on your own. he doesn't do enough as a professor, avoid

0 helpful 0 unhelpful
PSTAT171 . Pedersen H W 1 Year, 3 Months Ago

Like most ucsb math profs the problem is that he's obviously an expert in his field, but he has zero knowledge in actually educating. I didn't even need this class for credit I just wanted to learn smt but it wasn't worth it at all. Don't take if u have an heavy course-load, if you're capable of self learning everything then go ahead.

0 helpful 0 unhelpful
PSTAT171 . Pedersen H W 1 Year, 3 Months Ago

Only a few quizzes and tests mattered in this class. Be ready to read the textbook and do the optional problems to prepare. Otherwise, a very straightforward professor with clear criteria.

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PSTAT171 . Pedersen H W 1 Year, 3 Months Ago

Pedersen is a highly intelligent professor. The notation is quite confusing especially if you are unfamiliar with actuarial notation. The tests are extremely hard, but luckily he allows open everything so you can use outside resources to help you do well. I would recommend taking this class with Pedersen if you are interested in the subject matter

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PSTAT171 . Pedersen H W 1 Year, 3 Months Ago

He grades everything at the last minute. We have no homework, and his lectures are useless. He doesn't give us proper examples or apply what we learn; he just "teaches" us the concept and expects us to understand it. I am not even sure how problems are very difficult; he better curve. Not ready for the final.

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PSTAT170 . Pedersen H W 1 Year, 8 Months Ago

Dr.Pedersen is an amazing professor whose lectures focus having all students understand ideas from basic ideas. His explanations on the topic matter is always broadly informed and above all, he cares about the questions of the students. Dr.Pedersen is always readily available, even as he had a rough quarter in other matters he shared about.

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See all 19 reviews
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