Statistics & Applied Probability - PSTAT

Modern financial markets, interest rate risk and its effect on government bonds, corporate bonds, other fixed income investments and equities. Financial market data analysis, calibration and validation. Some additional topics from among mortgage-backed securities, corporate credit risk, inflation-indexed bonds and swaptions.

Prerequisites: PSTAT 126 and PSTAT 171 both with a minimum grade of C or better, or instructor approval.


PSTAT 177
0 / 50 Enrolled
Financial Market Risk and Modeling
Hal Pedersen 2.1
M W
12:30 PM - 13:45 PM
82.4% A
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