Course Schedule and Catalog
Course Schedule - Spring Semester 2011
Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).Additional information available here.
Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).Additional information available here.
STAT 686 001 (CRN: 23277)
COMP FIN I: MARKET MODELS
Long Title: COMPUTATIONAL FINANCE I: MARKET MODELS
Department: Statistics
Instructors:
Meeting: 10:50AM - 12:05PM TR (10-JAN-2011 - 22-APR-2011)
Part of Term: Full Term
Grade Mode: Standard Letter
Course Type: Lecture
Method of Instruction: Face to Face
Credit Hours: 3
Course Syllabus:
Section Max Enrollment: 30
Section Enrolled: 4
Enrollment data as of: 15-MAY-2024 10:12AM
Final Exam: Final Exam Unknown
Description: This course takes the classical efficient market models and superimposes upon it models for other stochastic phenomena not generally accounted for in efficient market theory, showing how risk is lessened by portfolios and other mechanisms. The course uses computer simulations as an alternative to closed form solutions with advanced problem sets. Mutually Exclusive: Cannot register for STAT 686 if student has credit for STAT 486.