STATS C183
Statistical Models in Finance
Description: Lecture, three hours. Requisite: course 100B. Designed for juniors/seniors and 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 C283. P/NP or letter grading.
Units: 4.0
Units: 4.0
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Most Helpful Review
Spring 2018 - My favorite class with my favorite class at UCLA. Very applicable material to real life situations and super helpful knowledge to spill upon during interviews. The tests are difficult but not impossible and Professor Christou always curves VERY generously. Like the other person said, the workload is a bit heavy at times (1 hw due/week and sometimes a project update (coded in R) due) but its not unbearable and Professor Christou has always helped me through problems I don't understand during OH (which is has every single day and on weekends before exams - amazing). He doesn't really care about deadlines but rather puts a focus on students well being and understanding of the material. I appreciate this a lot.
Spring 2018 - My favorite class with my favorite class at UCLA. Very applicable material to real life situations and super helpful knowledge to spill upon during interviews. The tests are difficult but not impossible and Professor Christou always curves VERY generously. Like the other person said, the workload is a bit heavy at times (1 hw due/week and sometimes a project update (coded in R) due) but its not unbearable and Professor Christou has always helped me through problems I don't understand during OH (which is has every single day and on weekends before exams - amazing). He doesn't really care about deadlines but rather puts a focus on students well being and understanding of the material. I appreciate this a lot.
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