STAT 686: MARKET MODELS
Spring 2024 · Section 002 · CRN 25937
This course takes the classical efficient market models and superimposes upon it models for other stochastic phenomena not generally accounted for in efficient market theory, showing how risk is lessened by portfolios and other mechanisms. This graduate course uses computer simulations as an alternative to closed form solutions with advanced problem sets. Cross-list: STAT 486. Mutually Exclusive: Cannot register for STAT 686 if student has credit for STAT 486.
- Credits
- 3
- Instructors
- Mike Jackson