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
LUDKOVSKI M
Michael Ludkovski
3.3
16 reviews

Lecture

BUCHN1920
T R
11:00 AM - 12:15 PM
75 / 75 Full

Sections

ILP 4207
W
14:00 PM - 14:50 PM
0 / 25
ILP 4107
W
09:00 AM - 09:50 AM
25 / 25 Full
GIRV 2116
W
12:00 PM - 12:50 PM
25 / 25 Full
ILP 4207
W
12:00 PM - 12:50 PM
25 / 25 Full
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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
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PSTAT 170 Ludkovski M Winter 2024 Total: 65
PSTAT 170 Ludkovski M Winter 2023 Total: 56
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16
3.3
PSTAT170 . Ludkovski M 7 Months 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
PSTAT170 . Ludkovski M 1 Year, 7 Months 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

0 helpful 0 unhelpful
PSTAT170 . Ludkovski M 8 Years Ago

Okay prof, but beware he writes small. Also too many typos in the hw.

2 helpful 0 unhelpful
PSTAT170 . Ludkovski M 12 Years Ago

The best statistics professor I've had. Ludkovski knows what's up, and has a sense of humor. The Russian accent is nice to listen to. You are going to have to work hard in this class but you will learn a lot. Tests are challenging and test for knowledge rather than just recycling homework or practice test questions. The final curve gave ~7%.

1 helpful 0 unhelpful
PSTAT170 . Ludkovski M 13 Years Ago

The classes he teaches just happen to be challenging courses but overall a good teacher. Tests are harder than expected. Have to work hard to get the grade.

1 helpful 0 unhelpful
PSTAT160A . Ludkovski M 1 Year, 2 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.

0 helpful 0 unhelpful
See all 16 reviews
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