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STAT GU4265 Stochastic Methods in Finance. 3 points.

Mathematical theory and probabilistic tools for modeling and analyzing security markets are developed. Pricing options in complete and incomplete markets, equivalent martingale measures, utility maximization, term structure of interest rates. This is a core course in the MS program in mathematical finance.

Course Number	Section/Call Number	Times/Location	Instructor	Points	Enrollment
Spring 2022: STAT GU4265
STAT 4265	001/13886	T Th 6:10pm - 7:25pm 408 Zankel	Johannes Wiesel	3	6/15

Statistics

Barnard College

http://bulletin.columbia.edu/barnard-college/courses-instruction/statistics/

The Statistics Department Office: 1005 School of Social Work (1255 Amsterdam Avenue); 212-851-2132 http://www.stat.columbia.edu

Statistics

General Studies

http://bulletin.columbia.edu/general-studies/majors-concentrations/statistics/

The Statistics Department Office: 1005 School of Social Work (1255 Amsterdam Avenue); 212-851-2132 http://www.stat.columbia.edu

Statistics

Columbia College

http://bulletin.columbia.edu/columbia-college/departments-instruction/statistics/

...on STAT GU4262 Stochastic Processes for Finance , STAT GU4264 STOCHASTC PROCSSES-APPLIC , or STAT GU4265...

Psychology

Columbia College

http://bulletin.columbia.edu/columbia-college/departments-instruction/psychology/

...Inference STAT UN1001 INTRO TO STATISTICAL REASONING STAT...and Language (Seminar) PSYC GU4265 Auditory Perception PSYC...

Neuroscience and Behavior

General Studies

http://bulletin.columbia.edu/general-studies/majors-concentrations/neuroscience-behavior/

...Inference STAT UN1001 INTRO TO STATISTICAL REASONING STAT...and Language (Seminar) PSYC GU4265 Auditory Perception PSYC...

Psychology

General Studies

http://bulletin.columbia.edu/general-studies/majors-concentrations/psychology/

...Inference STAT UN1001 INTRO TO STATISTICAL REASONING STAT...and Language (Seminar) PSYC GU4265 Auditory Perception PSYC...