PSTAT 223C: ADV.FINANCIAL MODEL
University of California, Santa Barbara
Advanced topics in financial mathematics including: portfolio optimization, stochastic control, risk management, systemic risk, high frequency trading, numerical methods and computation.
Average GPA: 3.94
Grade distribution records: 56 students across 8 terms.
Grade distribution
| Grade | Students | Percent |
|---|---|---|
| A+ | 10 | 17.9% |
| A | 37 | 66.1% |
| A- | 6 | 10.7% |
| B+ | 1 | 1.8% |
| B | 1 | 1.8% |
| S | 1 | 1.8% |
Based on 56 student grade records across 8 terms and 6 professors.
Instructors
- Detering N 16 students, Average GPA 4.00
- Shkolnik A D 16 students, Average GPA 3.83
- Ichiba T 13 students, Average GPA 4.00
- Ludkovski M 12 students, Average GPA 3.93
- Fouque J-P 6 students, Average GPA 4.00
- Goffard P M 6 students, Average GPA 4.00