Course Schedule - Spring Semester 2025

     

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 486 002 (CRN: 25936)

MARKET MODELS

Long Title: MARKET MODELS
Department: Statistics
Instructor: Jackson, Mike
Meeting: 5:30PM - 6:30PM TR (13-JAN-2025 - 25-APR-2025) 
Part of Term: Full Term
Grade Mode: Standard Letter
Course Type: Lecture
Language of Instruction: Taught in English
Method of Instruction: Face to Face
Credit Hours: 3
Course Syllabus:
Course Materials: Rice Campus Store
 
Restrictions:
Must be enrolled in one of the following Level(s):
Undergraduate Professional
Visiting Undergraduate
Undergraduate
Prerequisites: STAT 310 OR ECON 307 OR STAT 315 OR DSCI 301 OR ECON 382 OR STAT 312
Section Max Enrollment: 49
Section Enrolled: 0
Total Cross-list Max Enrollment: 49
Total Cross-list Enrolled: 0
Enrollment data as of: 14-NOV-2024 4:52PM
 
Additional Fees: None
 
Final Exam: No Final Exam
 
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. Cross-list: STAT 686. Mutually Exclusive: Cannot register for STAT 486 if student has credit for STAT 686.