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STATS C283

Statistical Models in Finance

University of California, Los Angeles 4 credits Statistics

Course Description

Lecture, three hours. Recommended requisite: course 100B. 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.

Code
STATS C283
Credits
4
Subject
Statistics

Programs That Include This Course

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