STATS C283
Statistical Models in Finance
Statistics · 4 units · Graduate courses (200-299)
Designed for graduate students. Statistical techniques in investment theory using real market data. Portfolio management, risk diversification, efficient frontier, single index model, capital asset pricing model (CAPM), beta of a stock, European and American options (Black/Scholes model, binomial model). Concurrently scheduled with course C183.
S/U or letter grading.
Requisites
Official UCLA wording
Recommended requisite: course 100B.
BruinTree reads · Recommended
confidence 1.00 · from textRequires
Everything that has to come before this course, not just the courses named in the requisite above.
STATS C283
- STATS 100BIntroduction to Mathematical Statistics
- STATS 100AIntroduction to Probability
- MATH 170AProbability Theory I
1 direct requisite. Showing 10 courses over 3 levels; the branches marked with a count carry on past it. Every course here opens its own tree.
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What this course is a requisite for, and what those courses lead to in turn.
No course in the catalog lists this as a requisite.