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
These majors only finms stsds actsc stsap stats
Tan Ying
4.7
6 reviews
ILP 3316
R
09:00 AM - 09:50 AM
25 / 25 Full

ILP 3314
R
08:00 AM - 08:50 AM
25 / 25 Full

ILP 4207
R
11:00 AM - 11:50 AM
25 / 25 Full

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Spring 2024 . Tan Ying
PSYCH1902
M W
11:00 AM - 12:15 PM
Fall 2024 . Tan Ying
CHEM 1171
M W
08:00 AM - 09:15 AM
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PSTAT 170 Tan Ying Spring 2024 Total: 55
PSTAT 170 Tan Ying Fall 2023 Total: 59
6
4.7
PSTAT170 . 4 Months Ago

Best PSTAT professor I've ever met !!!

0 helpful 0 unhelpful
PSTAT170 . 4 Months Ago

Her tests are content she teaches in lecture. She doesn't purposely make it much harder like how some other professors do.

0 helpful 0 unhelpful
PSTAT170 . 6 Months Ago

Easy course if you follow her lecture!

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PSTAT170 . 11 Months Ago

She's honestly kind of adorable. She genuinely enjoys when someone in the class gets the material, she's a good lecturer. Homework is super doable and her lecture slides are annotated very well.

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PSTAT170 . 1 Year, 7 Days Ago

FOR 160A: Very good and sweet teacher. I came to an office hour 30 minutes after it was done and she was still in there helping people and then helped me. Though the class could be done just by looking at the notes online and showing up to section, she is still a great lecturer. Midterm and Final were easy, just like the notes, and homework.

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PSTAT170 . 1 Year, 1 Month Ago

Overall nice professor, she was new. One quiz was dropped and majority of the later quizzes were fair. Midterm was extremely fair, but the final was rough. She stumbled and made a lot of mistakes during lectures and had to be corrected. Did not learn much in lecture, but overall was a decently fair class. It was her first quarter teaching though.

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PSTAT 171
75 / 75 Full
Mathematics of Fixed Income Markets
Karen GRIGORIAN 2.5
M W
17:00 PM - 18:15 PM
28.5% A
PSTAT 172B
18 / 25 Enrolled
Actuarial Statistics II
Hal Pedersen 2.1
T R
09:30 AM - 10:45 AM
21.1% A
PSTATW 174
82 / 80 Full
Time Series
Feldman R
38.5% A
PSTAT 175
75 / 75 Full
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Andrew Carter 3.1
T R
11:00 AM - 12:15 PM
41.0% A
PSTAT 176
26 / 40 Enrolled
Advanced Mathematical Finance
Michael Ludkovski 3.3
T R
11:00 AM - 12:15 PM
51.4% A
PSTAT 177
36 / 50 Enrolled
Financial Market Risk and Modeling
Pedersen H W
T R
14:00 PM - 15:15 PM