Course Schedule and Catalog
Course Catalog - 2007-2008
STAT 686 - COMP FIN I: MARKET MODELS
Long Title: COMPUTATIONAL FINANCE I: MARKET MODELS
Department: Statistics
Grade Mode: Standard Letter
Course Type: Lecture
Credit Hours: 3
Prerequisite(s): STAT 310 OR STAT 331
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 altermative to closed form solutions with advanced problem sets. UG/GR version: STAT 486. Graduate/Undergraduate Equivalency: STAT 486.
Course URL: http://statistics.rice.edu/courses.cfm