MARKET MODELS
This course takes the classical efficient market models and superimposes upon it models for other stochastic phenomena not generally accounted for in efficient market theory, showing how risk is lessened by portfolios and other mechanisms. This undergraduate course uses computer simulations as an alternative to closed form solutions. Graduate/Undergraduate Equivalency: STAT 686 . Mutually Exclusive: Cannot register for STAT 486 if student has credit for STAT 686 .
Prerequisites & course information
Short Title: MARKET MODELS Department: Statistics Grade Mode: Standard Letter Course Type: Lecture Credit Hours: 3 Restrictions: Enrollment is limited to Undergraduate, Undergraduate Professional or Visiting Undergraduate level students. Course Level: Undergraduate Upper-Level Prerequisite(s): STAT 310 or ECON 307 or STAT 311 or STAT 315 or DSCI 301 or ECON 382 or STAT 312
Sources
- Course catalogue ↗2026–2027