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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
Tomoyuki Ichiba
3.8
16 reviews
ILP 3316
W
12:00 PM - 12:50 PM
25 / 25 Full

ILP 3316
W
09:00 AM - 09:50 AM
25 / 25 Full

ILP 4101
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 Ichiba T Fall 2020 Total: 73
PSTAT 170 Ichiba T Fall 2019 Total: 54
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16
3.8
PSTAT170 . 12 Years Ago

Professor Ichiba is extremely helpful. He always replies back to his emails as soon as possible and is willing to help with understanding the material as best as he can. I've even received a email reply from him at 1:00 AM about a homework question I've emailed him about. If you take his class, SEEK HIS HELP!

2 helpful 0 unhelpful
PSTAT-213A . 8 Months Ago

[Fall 2024] 213A with Ichiba was a fine class, though I wish he did a better job at motivating the topics. He speaks softly which made it difficult to hear. Notwithstanding, his lectures were very clear and he was very kind. His exams were easy and straightforward, giving us a ton of leeway. He often gave good hints for homework, though not always.

0 helpful 0 unhelpful
PSTAT174 . 2 Years Ago

Professor Ichiba is very organized, grading criteria is very clear, and Final was a project instead of a test. This class was challenging but all the work was doable. His lectures sadly are very boring and you don't necessarily need to attend class as it's all posted online. He clearly is a very intelligent guy.

0 helpful 0 unhelpful
PSTAT8 . 2 Years Ago

Really accommodating and helpful

0 helpful 0 unhelpful
PSTAT8 . 2 Years Ago

He's nice and willing to help, and accessible outside class. As a person, I'd rate him as a 5. Not sure if it's because he's filling in for another prof, but the class itself sucks. Lectures are vague, and the exams, homework, and section problems are all completely different. Also, the grading criteria is terrible and unclear. overall not very fun

0 helpful 0 unhelpful
PSTAT8 . 3 Years Ago

One of the most patient and caring professors I've had. Accommodated my disability wonderfully and was very helpful when I was struggling to absorb all the material. Provides HW solutions to help us out, which was a godsend for the final -- final was basically HW and lecture problems but slightly different. Glad he's the head of the dept now.

1 helpful 0 unhelpful
See all 16 reviews
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