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    Columbia Campus
  Jul 20, 2024
2009-2010 Undergraduate Studies Bulletin 
2009-2010 Undergraduate Studies Bulletin [Archived Catalog]

STAT 523 - Financial Mathematics II

Credits: 3
Convex sets. Separating Hyperplane Theorem. Fundamental Theorem of Asset Pricing. Risk and expected return. Minimum variance portfolios. Capital Asset Pricing Model. Martingales and options pricing. Optimization models and dynamic programming.

Cross-listed Course MATH 515
MATH 514 or STAT 522 with a grade of C or better