PSTAT 176: ADV MATH FINANCE
University of California, Santa Barbara
Advanced topics in asset pricing models, portfolio optimization, interest rate modeling and derivative pricing. Fundamental Theorem of Asset Pricing, Markowitz Mean-Variance Frontier, Capital Asset Pricing Theory, Monte Carlo methods and variance reduction techniques.
Average GPA: 3.31
Grade distribution records: 128 students across 10 terms.
Grade distribution
| Grade | Students | Percent |
|---|---|---|
| A+ | 15 | 11.7% |
| A | 28 | 21.9% |
| A- | 24 | 18.8% |
| B+ | 21 | 16.4% |
| B | 17 | 13.3% |
| B- | 6 | 4.7% |
| C+ | 6 | 4.7% |
| C | 5 | 3.9% |
| D | 2 | 1.6% |
| F | 4 | 3.1% |
Based on 128 student grade records across 10 terms and 4 professors.
Instructors
- Ludkovski M 59 students, Average GPA 3.28
- Chen T 30 students, Average GPA 2.90
- Peters G W 24 students, Average GPA 3.50
- Ichiba T 15 students, Average GPA 3.90