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
PEDERSEN H W
Hal Pedersen
2.1
18 reviews
GIRV 2119
T R
11:00 AM - 11:50 AM
21 / 25

GIRV 2119
T R
12:30 PM - 13:20 PM
7 / 25

See All
Winter 2024 . Ludkovski M
HSSB 1174
T R
12:30 PM - 13:45 PM
Spring 2024 . Zhu Zimu
NH 1006
T R
18:30 PM - 19:45 PM
See All
PSTAT 170 Pedersen H W Summer 2024 Total: 19
PSTAT 170 Pedersen H W Summer 2023 Total: 17
See All
18
2.1
PSTAT170 . Pedersen H W 10 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.

0 helpful 0 unhelpful
PSTAT170 . Pedersen H W 2 Years Ago

Been suffering from insomnia for a while now, but this professor solved that for me! Monotone lectures read directly off the slides put me right to sleep. Literally struggled to stay awake, only took this professor due to schedule limitations

1 helpful 0 unhelpful
PSTAT170 . Pedersen H W 3 Years Ago

I took his PSTAT 170 in spring, and Pedersen was actually pretty nice that quarter. He was super generous in the quizzes, almost all the quiz problems came from his lecture example or section problems. And he had no homework. His exam was fair too. He probably learned how to be a nice professor after his first quarter teaching this class.

0 helpful 0 unhelpful
PSTAT170 . Pedersen H W 4 Years Ago

three weeks into the course the syllabus was still missing. Almost no email communication; and when he send email saying he "expected to post the missing syllabus & lectures later that day", he failed to do so in most cases. Barely reply to email or piazza until we emailed the department. Really hypocritical and mean when he does reply on piazza.

0 helpful 0 unhelpful
PSTAT170 . Pedersen H W 4 Years Ago

He so bad, I write like this to fit word limit. He only prof I write a bad review about in my 4 years. He not complete awful at teaching, but he rarely reply to email, no other way to comm. due to covid. Very irresponsible, often late, while also hypocritical. Had to email PSTAT advisor on 2 occasion to get him to reply and he rude when he does.

1 helpful 0 unhelpful
PSTAT170 . Pedersen H W 4 Years Ago

Said he would assign 7-8 homeworks when he only assigned 3. Late to lecture often, up to 15 minutes .We took the midterm, he told everyone 10 minutes before to keep their test face down. One student walked in after this; he was berated for "lack of academic integrity" for having his test face up, when it's his job to make a cover page for his test.

1 helpful 0 unhelpful
See all 18 reviews
PSTATW 160A
90 / 150 Enrolled
Applied Stochastic Processes
Nils Detering 2.8
R
14:00 PM - 15:05 PM
43.4% A
PSTAT 171
21 / 75 Enrolled
Mathematics of Fixed Income Markets
Ian Duncan 3.0
M T W R
11:00 AM - 12:05 PM
29.1% A
PSTAT 193
0 / 10 Enrolled
Internship in Statistics
T B A
93.3% A
PSTAT 194TR
3 / 30 Enrolled
Transfer Exploration Seminar: Statistics & Data Science
Ludkovski M, Ravat U V
T R
11:00 AM - 12:05 PM
100.0% A
PSTAT 194CS
0 / 30 Enrolled
Computational Methods in Statistics
Michael Ludkovski 3.3 Uma Ravat 2.4
T R
11:00 AM - 12:05 PM
85.7% A
PSTAT 199
0 / 10 Enrolled
Independent Studies in Statistics
T B A
96.3% A