Apr 18, 2024  
Graduate Record 2020-2021 
    
Graduate Record 2020-2021 [ARCHIVED RECORD]

STAT 5266 - Investment Science II


This course is a follow-up to Investment Science I (Stat 5265). It begins with models for derivative securities, including asset dynamics, options and interest rate derivatives. The remaining portion of the course then combines all of the ideas from the two courses to formulate strategies of optimal portfolio growth and a general theory of investment evaluation. Conceptual discussion in lectures is supplemented with hands-on practice in applied data-analysis tasks using Matlab or R statistical software. Prerequisite: MATH 3100, STAT 5265.



Credits: 3