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STT 888 taught by Albert Cohen (Course & Instructor) - Grade Details
(with breakdown by semester)
Course Title: Stochastic Models in Finance
Course Description: Stochastic models used in pricing financial derivatives. Discrete-time models. Brownian motion. Stochastic integrals and Ito's formula. Basic Black-Scholes model. Risk neutral distribution. European and American options. Exotic options. Interest rate market, futures, and interest rate options.
Spring 2016
Average Grade - 3.583
Median Grade - 4.0