STAT 686
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 graduate course uses computer simulations as an alternative to closed form solutions with advanced problem sets. Graduate/Undergraduate Equivalency: STAT 486 . Mutually Exclusive: Cannot register for STAT 686 if student has credit for STAT 486 .
Prerequisites & course information
Short Title: MARKET MODELS Department: Statistics Grade Mode: Standard Letter Course Type: Lecture Credit Hours: 3 Restrictions: Enrollment is limited to Graduate level students. Course Level: Graduate Prerequisite(s): STAT 518 and ( STAT 615 or STAT 410 )
Sources
- Course catalogue ↗2026–2027