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.