PSTAT 276: 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: 3.60
Grade distribution records: 156 students across 10 terms.
Grade distribution
| Grade | Students | Percent |
|---|---|---|
| A+ | 31 | 19.9% |
| A | 38 | 24.4% |
| A- | 39 | 25.0% |
| B+ | 25 | 16.0% |
| B | 13 | 8.3% |
| B- | 2 | 1.3% |
| C+ | 3 | 1.9% |
| C | 2 | 1.3% |
| C- | 2 | 1.3% |
| D- | 1 | 0.6% |
Based on 156 student grade records across 10 terms and 4 professors.
Instructors
- Ludkovski M 65 students, Average GPA 3.60
- Chen T 43 students, Average GPA 3.66
- Peters G W 34 students, Average GPA 3.40
- Ichiba T 14 students, Average GPA 3.91