On May 10th, 2022 Hunter will be using a new Course Catalog system provided by CUNY that will look and feel different than the current version. The new Course Catalog system will be the primary resource for course information for undergraduate and graduate courses. If you have any questions, please contact your Academic Department.
Mathematical theory and probabilistic tools for modeling and analyzing security markets. Pricing options in complete and incomplete markets, equivalent martingale measures, utility maximization, interest rate models.
prereq:STAT 70100, STAT 70200, STAT 76100 Hours3 hrs Credits3 cr.
