STT 888 taught by Alla Sikorskii (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.
STT 888 / Alla Sikorskii - All Semesters
Average Grade - 3.638
Median Grade - 4.0
Latest grades from Spring 2018
STT 888 / Alla Sikorskii - Overview
| Semester | Grade Info | Number of Students |
|---|---|---|
| Spring 2012 | Average Grade - 3.800 Median Grade - 4.0 |
30 |
| Spring 2018 | Average Grade - 3.353 Median Grade - 3.5 |
17 |
Back to Overview for STT 888 / Alla Sikorskii
Spring 2018
Average Grade - 3.353
Median Grade - 3.5
Back to Overview for STT 888 / Alla Sikorskii
Spring 2012
Average Grade - 3.800
Median Grade - 4.0