Advanced topics in financial mathematics including: portfolio optimization, stochastic control, risk management, systemic risk, high frequency trading, numerical methods and computation.

Prerequisites: PSTAT 223A-B

4

Units

Optional

Grading

1, 2, 3

Passtime

None

Level Limit

Letters and science

College
LUDKOVSKI M
Michael Ludkovski
3.3
16 reviews
Spring 2024 . Ludkovski M
GIRV 2110
M W
11:00 AM - 12:15 PM
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PSTAT 223C Ludkovski M Spring 2021 Total: 6
PSTAT 223C Detering N Spring 2023 Total: 7
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16
3.3
PSTAT170 . Ludkovski M 1 Year, 7 Days 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
PSTAT160A . Ludkovski M 1 Year, 6 Months Ago

Ludkovski is a tough grader. I had a very hard time getting over a 80% own any homework even though my answers were correct, he was expecting more thorough explanations. This is basically the bad part. The good part is his lectures are awesome, he teaches the material very well, and you'll learn a lot. He's my favorite professor at UCSB.

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PSTAT160A . Ludkovski M 1 Year, 7 Months Ago

Taken off huge amount of points off due to "incomplete verbal explanation" for pure mathematical formulas in HWs. Not sure why he do that in a stats class but I will not take his class ever again.

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PSTAT170 . Ludkovski M 2 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

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PSTAT160A . Ludkovski M 3 Years Ago

Professor Ludkovski isn't a bad professor. Heavier workload than other classes --written homework and Python homework are due every week. I enjoyed his teaching style and he made participation count which really boosted my grade. He wants you to fully explain your work on the exams. This class was tough but interesting.

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PSTAT160A . Ludkovski M 3 Years Ago

The exams and interview are about if you really understand the material and are able explain your approach to questions. Be ready to spend extra time to learn and not rely on him being nice. His posted optional textbook chapters and internet materials in addition to lectures. Everyone in this class was working hard.

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