Statistical Models in Finance

STATS C283 - Statistical Models in Finance

<p>Lecture, three hours. Requisite: course 100B. Designed for juniors/seniors and graduate students. Statistical techniques in investment theory using real market data. Portfolio management, risk diversification, efficient frontier, single index model, capital asset pricing model (CAPM), beta of a stock, European and American options (Black/Scholes model, binomial model). Concurrently scheduled with course C283. P/NP or letter grading.</p>

Statistics

Combining rigorous, inclusive pedagogy with opportunities for co-curricular activities—including research, internships, and community engagement—the College provides students with diverse learning experiences that helps them thrive, become critical thinkers, and transform society.

College of Letters and Science

The department introduces students to the science of data through three sequences: theoretical statistics, data analysis, and statistical computing.

General Catalog

Statistical Models in Finance

STATS C183

4 units