Up to all Social Science Courses for 2016-17
Social Science (SS) Graduate Courses (2016-17)
9 units (3-0-6):
A course on pricing financial derivatives, risk management, and optimal portfolio selection using mathematical models. Students will be introduced to methods of Stochastic, Ito Calculus for models driven by Brownian motion. Models with jumps will also be discussed.
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authoritative source of information about course offerings, option requirements, graduation requirements,
and other important topics.