STATS237 -
Theory of Investment Portfolios and Derivative Securities
Online
Overview
Learn important principles of investment portfolios, asset returns, and measures of market risk. This introduction to Markowitz's portfolio theory and various pricing models includes discussion of capital asset and multifactor pricing models. Analyze the valuation of American options in discrete time and numerical methods for pricing financial derivatives.
Instructors
- Raja Velu Visiting Professor, Statistics
Topics Include
- Financial derivatives and hedging
- Black-Scholes pricing of European options
- Valuation of American options
- Implied volatility and the Greeks
Units
Grading
- Homework
- Final exam
Prerequisites
Familiarity with theory of probability (Stanford Course STATS116) or equivalent.
Tuition & Fees
For course tuition, reduced tuition (SCPD member companies and United States Armed forces), and fees, please click Tuition & Fees.
Other
Course Preview
We highly recommend watching the course preview to ensure you have the requisite background and understand the scope of material covered.