Barnard College

STAT W 4290y Statistical Methods in Finance

A fast-paced introduction to statistical methods used in quantitative finance. Financial applications and statistical methodologies are intertwined in all lectures. Topics include regression analysis and applications to the Capital Asset Pricing Model and multifactor pricing models, principal components and multivariate analysis, smoothing techniques and estimation of yield curves statistical methods for financial time series, value at risk, term structure models and fixed income research, and estimation and modeling of volatilities. Hands-on experience with financial data.
Prerequisites: STAT W3107 or W4107. BC: Fulfillment of General Education Requirement: Quantitative and Deductive Reasoning (QUA)..
3 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Autumn 2014 :: STAT W4290
STAT
4290
16594
001
F 10:10a - 12:40p
203 MATHEMATICS BUILDING
Z. Ying 100 / 100 [ More Info ]