STATS C283
Statistical Models in Finance
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From the registrar's catalog
Lecture, three hours. Recommended requisite: course 100B. Designed for graduate students. Statistical techniques in investment theory using real market data. Portfolio management, risk diversification, efficient frontier, single index model, capital asset pricing model (CAPM), beta of a stock, European and American options (Black/Scholes model, binomial model). Concurrently scheduled with course C183. S/U or letter grading.
Sections in Winter 2026
From the people who took it
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