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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
Prerequisites
MATH 514 or STAT 522 with a grade of C or better