GEN 11193

Advanced Investment Science

Stanford University · UGRD · Fall 2026

1 section

Catalog description

Formerly MS&E 342. Topics: forwards and futures contracts, continuous and discrete time models of stock price behavior, geometric Brownian motion, Ito's lemma, basic options theory, Black-Scholes equation, advanced options techniques, models and applications of stochastic interest rate processes, and optimal portfolio growth. Computational issues and general theory. Teams work on independent projects. Prerequisite: 245A.

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Class #stanford-11193Fall 2026UGRD3 credits

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