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MF 795 Stochastic Methods for asset pricing

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    Math-heavy

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    • Profile picture
    Nov 20, 2016
    | Would highly recommend.

    This class was tough.

    Course Overview:

    The material is very hard but also helpful if you want a career in financial engineering. The best part of this course is the professor. Professor Lyasoff is always there for your questions, when I say "always" I mean it literally. He holds office hour twice a week and sometimes an extra one on weekends. And if you email him you will get detailed and helpful response.

    Course highlights:

    Compared with other stochastic mathematics courses about financial engineering, this course is much more systematic: it starts with probability theory and builds a solid foundation for applications. Some people may think it to theoretical but I think it necessary, given the condition that financial engineering is a field which required intense quantitative skills.

    Hours per week:

    9-11 hours

    Advice for students:

    Listen carefully to the lectures, and go to every office hour. You will find his office hour very helpful, sometimes better than his lectures. Besides, pay attention to your homework.

    • Fall 2016
    • Andrew Lyasoff
    • Yes
    • Math-heavy Go to Office Hours Participation Counts


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