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  • PSTAT 170

    • Introduction to Mathematical Finance . PSTAT 170

    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.

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    Prerequisites: MATH 4B, PSTAT 120A-B, and PSTAT 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
    Instructors
    LUDKOVSKI M
    Michael Ludkovski
    3.0
    21 reviews
    Predicted Grading Distribution
    AI predicted, based on past grading trends of the course and instructor, class info, and 127 other factors
    Lecture
    BUCHN1930
    T R
    09:30 AM - 10:45 AM
    0 / 100
    Sections
    ILP 4207
    W
    11:00 AM - 11:50 AM
    0 / 25
    ILP 4211
    W
    12:00 PM - 12:50 PM
    0 / 25
    PHELP1445
    W
    13:00 PM - 13:50 PM
    0 / 25
    ILP 4209
    W
    14:00 PM - 14:50 PM
    0 / 25
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    Enrollment Trends
    Past Enrollment Trends (11)
    See All
    Winter 2024 . Ludkovski M
    HSSB 1174
    T R
    12:30 PM - 13:45 PM
    Winter 2025 . Ludkovski M
    BUCHN1920
    T R
    11:00 AM - 12:15 PM
    Grading Trends (42)
    See All
    PSTAT 170 Ludkovski M Winter 2025 Total: 65
    PSTAT 170 Ludkovski M Winter 2024 Total: 65
    Rate My Professors
    See All
    21
    3.0
    PSTAT170 . Ludkovski M 2 Years 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 3 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

    0 helpful 0 unhelpful
    PSTAT170 . Ludkovski M 10 Years Ago

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

    2 helpful 0 unhelpful
    PSTAT170 . Ludkovski M 14 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 15 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
    PSTAT223C . Ludkovski M 1 Year, 1 Month Ago

    223C with Ludkovski was a great class. It balanced computational methods and the underlying theory extremely well. While the homeworks were very difficult and strictly graded, I learned immensely from his criticisms. They were great practice at testing both my understanding of the theory and my skill with implementing the methods.

    0 helpful 0 unhelpful
    See all 21 reviews
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