printer friendly pageMATH 238: Mathematical Finance (STATS 250)
Stochastic models of financial markets. Risk neutral pricing for derivatives, hedging strategies and management of risk. Multidimensional portfolio theory and introduction to statistical arbitrage. Prerequisite:
Math 136 or equivalent. NOTE: Undergraduates require instructor permission to enroll. Undergraduates interested in taking the course should contact the instructor for permission, providing information about relevant background such as other courses taken.
Terms: Win
| Units: 3
Instructors:
Papanicolaou, G. (PI)
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