PSTAT 176 - Advanced Mathematical Finance

Advanced topics in asset pricing models, portfolio optimization, interest rate modeling and derivative pricing. Fundamental Theorem of Asset Pricing, Markowitz Mean-Variance Frontier, Capital Asset Pricing Theory, Monte Carlo methods and variance reduction techniques.

Prerequisites: PSTAT 160A-B, PSTAT 170; PSTAT 160B may be taken concurrently. PSTAT 160A and PSTAT 170 must be completed with a B- or higher.

PSTAT 176

0 / 40 Enrolled

Advanced Mathematical Finance

Michael Ludkovski 3.0

M W

11:00 AM - 12:15 PM

56.2% A