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  • PSTAT 223B

    • Financial Modeling . PSTAT 223B

    An introduction to stochastic models in finance with applications to valuation and hedging of derivatives in equity, fixed income, and credit markets, and to portfolio allocation.

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    Prerequisites: PSTAT 223A

    4

    Units

    Optional

    Grading

    1, 2, 3

    Passtime

    None

    Level Limit

    Letters and science

    College
    Unlocks PSTAT 223C
    Instructors
    FOUQUE J-P
    Jean-Pierre Fouque
    4.0
    5 reviews
    Predicted Grading Distribution
    AI predicted, based on past grading trends of the course and instructor, class info, and 127 other factors
    Lecture
    GIRV 1108
    M W
    11:00 AM - 12:15 PM
    0 / 20
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    Enrollment Trends
    Past Enrollment Trends (2)
    Winter 2025 . Fouque J-P
    GIRV 1108
    M W
    12:30 PM - 13:45 PM
    Winter 2026 . Fouque J-P
    GIRV 1108
    T R
    09:30 AM - 10:45 AM
    Grading Trends (6)
    See All
    PSTAT 223B Fouque J-P Winter 2025 Total: 8
    PSTAT 223B Fouque J-P Winter 2024 Total: 11
    Rate My Professors
    5
    4.0
    PSTAT-223AB . Fouque J-P 1 Year, 6 Months Ago

    I took PSTAT 223A (F24) and PSTAT 223B (W25) with JP. He's a great lecturer and a very kind person! While some of his lectures could be dense or a bit all over the place, I learned so much from his classes. He's definitely one of the most capable teachers of stochastic calculus and financial math, I wouldn't want to take it with anyone else.

    0 helpful 0 unhelpful
    160B . Fouque J-P 5 Years Ago

    Pstat 160b is normally a dense class, but Prof. Fouque made it manageable with the open book format and 72 hour time window for both the midterm and the final. Hw problems are usually straight out of the textbook. The biweekly Python Hw can take a while, so its best to start those early. If you put in a reasonable amount of effort, you can get an A

    0 helpful 0 unhelpful
    PSTAT160B . Fouque J-P 5 Years Ago

    He prerecorded all his lectures and his handwriting was illegible (no joke). The class material is heavy and he doesn't make it easier. He read straight from the textbook and added extra information that was not needed. You are better skipping lectures and just following the book. Do not take him for any class. He is nice but is not meant to teach.

    0 helpful 1 unhelpful
    PSTAT213ABC . Fouque J-P 11 Years Ago

    The rare genius that is also a good teacher. Friendly too. Definitely take a class from him if you can.

    0 helpful 0 unhelpful
    PSTAT213B . Fouque J-P 13 Years Ago

    One of the best professors in UCSB. I learned so much:)

    0 helpful 0 unhelpful
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