Course Schedule - Spring Semester 2022

     

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: 20220)

MARKET MODELS

Long Title: MARKET MODELS
Department: Statistics
Instructor: Dobelman, John
Meeting: 10:50AM - 12:05PM TR (10-JAN-2022 - 22-APR-2022) 
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):
Graduate
Prerequisites: STAT 518 AND (STAT 615 OR STAT 410)
Section Max Enrollment: 57
Section Enrolled: 3
Total Cross-list Max Enrollment: 57
Total Cross-list Enrolled: 26
Enrollment data as of: 3-MAR-2024 3:50PM
 
Additional Fees: None
 
Final Exam: GR Course-Dept Schedules Exam
Final Exam Time:
28-APR-2022  
7:00PM - 10:00PM R
 
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.