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PSTAT223B

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PSTAT 223B - Financial Modeling

Statistics & Applied Probability College of Letters and Science

Full Course Title

Financial Modeling

Instructor Name(s)

STAFF

Course Description

An introduction to stochastic models in finance with applications to valuation and hedging of derivatives in equity, fixed income, and credit markets, and to portfolio allocation.

Unit Value

4

Maximum number of times course can be repeated for additional credit

99

Maximum Units

99

Prerequisites

PSTAT 223A