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.