Course Schedule - Spring Semester 2018

     

STAT 686 001 (CRN: 20333)

MARKET MODELS

Long Title: MARKET MODELS
Department: Statistics
Instructor: Dobelman, John A.
Meeting: 10:50AM - 12:05PM TR DCH 1064 (8-JAN-2018 - 20-APR-2018) 
Session: 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):
Graduate
Prerequisites: STAT 518 AND (STAT 615 OR STAT 410)
Section Max Enrollment: 57
Section Enrolled: 14
Total Cross-list Max Enrollment: 57
Total Cross-list Enrolled: 39
Enrollment data as of: 27-JAN-2022 11:45PM
 
Additional Fees: None
 
Final Exam: GR Course-Dept Schedules 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 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.