Su13-STATS-237-01 : Theory of Investment Portfolios and Derivative Securities. 2013 Summer
Abstract/Contents
- Course Description
- Asset returns and their volatilities. Markowitz?s portfolio theory, capital asset pricing model, multifactor pricing models. Measures of market risk. Financial derivatives and hedging. Black?Scholes pricing of European options. Valuation of American options. Implied volatility and the Greeks. Prerequisite: STATS 116 or equivalent
Description
| Type of resource | text |
|---|---|
| Extent | 1 text file |
| Place | Stanford (Calif.) |
| Date created | 2013 |
| Language | English |
| Digital origin | born digital |
Creators/Contributors
| Sponsor | Stanford University. Department of Statistics | |
|---|---|---|
| Teacher | Camilier, Isabelle |
Subjects
| Subject | Stanford University |
|---|---|
| Subject | Teaching > Outlines, syllabi, etc |
| Genre | Syllabi |
Bibliographic information
| Location | |
|---|---|
| Finding Aid |
|
| Course ID | Su13-STATS-237-01 |
| Location | https://purl.stanford.edu/rc971xb7546 |
| Location | SC1454 |
| Repository | Stanford University. Libraries. Department of Special Collections and University Archives |
Access conditions
- Use and reproduction
- The materials are open for research use and may be used freely for non-commercial purposes with an attribution. For commercial permission requests, please contact the Stanford University Archives (universityarchives@stanford.edu).
- Copyright
- Copyright © The Board of Trustees of the Leland Stanford Junior University. All rights reserved.
Collection
Stanford University Syllabi
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