Up to all PMA Courses for 2016-17
Social Science (SS) Courses (2016-17)
9 units (3-0-6):
A course on pricing financial derivatives, risk management, and optimal portfolio selection using mathematical models. Students will be introduced to methods of Stochastic, Ito Calculus for models driven by Brownian motion. Models with jumps will also be discussed.
The online version of the Caltech Catalog is provided as a convenience; however, the printed version is the only
authoritative source of information about course offerings, option requirements, graduation requirements,
and other important topics.