Statistics & Applied Probability - PSTAT

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.


PSTAT 170
100 / 100 Full
Introduction to Mathematical Finance
Tan Ying 4.7
T R
08:00 AM - 09:15 AM
33.3% A