Course Schedule and Catalog
Course Schedule - Spring Semester 2012
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)
MARKET MODELS
Long Title: MARKET MODELS
Department: Statistics
Instructors:
Meeting: 10:50AM - 12:05PM TR (9-JAN-2012 - 20-APR-2012)
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 310 OR STAT 307 OR ECON 382 OR STAT 331 OR STAT 312 OR (STAT 312 AND STAT 340) OR (STAT 331 AND STAT 340)
Section Max Enrollment: 30
Section Enrolled: 7
Enrollment data as of: 13-MAY-2024 6:59PM
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.