Course Schedule and Catalog
Course Schedule - Spring Semester 2015
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: 20544)
MARKET MODELS
Long Title: MARKET MODELS
Department: Statistics
Instructors:
Meeting: 10:50AM - 12:05PM TR (12-JAN-2015 - 24-APR-2015)
Part of Term: Full Term
Grade Mode: Standard Letter
Course Type: Lecture
Method of Instruction: Face to Face
Credit Hours: 3
Course Syllabus:
Prerequisites: STAT 431 AND (STAT 615 OR STAT 410)
Section Max Enrollment: 57
Section Enrolled: 23
Total Cross-list Max Enrollment: 57
Total Cross-list Enrolled: 45
Enrollment data as of: 10-NOV-2024 1:49PM
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. This graduate course uses computer simulations as an alternative to closed form solutions with advanced problem sets. Cross-list: STAT 486. Mutually Exclusive: Cannot register for STAT 686 if student has credit for STAT 486.