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Columbia Campus    
2018-2019 Undergraduate Studies Bulletin 
    
 
  Nov 24, 2024
 
2018-2019 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: C or better in MATH 514 or STAT 522 or consent of the Undergraduate Director