Description

Lecture, three hours. Recommended requisite: course 100B. Designed for 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 … For more content click the Read More button below.

Instructional Format

Primary Format

Lecture

Concurrent Course

STATS C183 - Statistical Models in Finance

A pair of upper-division undergraduate and graduate courses that share a primary activity. They are scheduled at the same time and place with the same instructor.