PSTAT 170 - Introduction to Mathematical Finance

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

75 / 75 Full

Introduction to Mathematical Finance

Michael Ludkovski 3.3

T R

11:00 AM - 12:15 PM

33.6% A