PSTAT170
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PSTAT 170 - Introduction to Mathematical Finance
Statistics & Applied Probability
College of Letters and Science
Full Course Title
Introduction to Mathematical Finance
Instructor Name(s)
STAFF
Course Description
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.
Unit Value
4
Maximum number of times course can be repeated for additional credit
0
Maximum Units
4
Recommended Preparation
PSTAT 160B and 171.
Prerequisites
Advisory Enrollment Comments
Same course as Mathematics 170.