Course Catalog - 2018-2019

     

STAT 486 - MARKET MODELS

Long Title: MARKET MODELS
Department: Statistics
Grade Mode: Standard Letter
Course Type: Lecture
Credit Hours: 3
Restrictions:
Must be enrolled in one of the following Level(s):
Undergraduate Professional
Visiting Undergraduate
Undergraduate
Prerequisite(s): STAT 310 OR ECON 307 OR ECON 382 OR STAT 312
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. This undergraduate course uses computer simulations as an alternative to closed form solutions. Graduate/Undergraduate Equivalency: STAT 686. Mutually Exclusive: Cannot register for STAT 486 if student has credit for STAT 686.
Course URL: http://statistics.rice.edu/feed/Courses.aspx