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STT 888 taught by Shlomo Levental (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 / Shlomo Levental - All Semesters

Average Grade - 3.603
Median Grade - 4.0
39 total students

Latest grades from Spring 2020

STT 888 / Shlomo Levental - Overview

Semester Grade Info
Spring 2014 Average Grade - 3.643
Median Grade - 4.0
Spring 2020 Average Grade - 3.556
Median Grade - 4.0

Back to Overview for STT 888 / Shlomo Levental

Spring 2020

Average Grade - 3.556
Median Grade - 4.0
18 total students

Back to Overview for STT 888 / Shlomo Levental

Spring 2014

Average Grade - 3.643
Median Grade - 4.0
21 total students


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