# Course details: PY538

Financial time series and their scaling behavior, random matrix theory and its applications to portfolio selection and factor models, credit risk models, option pricing with Black-Scholes and binary trees, complex networks in finance and financial stability.

**SPRG 2021** Schedule

Section | Instructor | Location | Schedule | Notes |
---|---|---|---|---|

A1 | Becker | SCI B58 | F 8:00 am-10:45 am |

Note that this information may change at any time. Please visit the Student Link for the most up-to-date course information.