STAT W4290y Statistical Methods in Finance 3 pts. Prerequisites: STAT W3107 or W4107. 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.

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: STAT W4290
STAT
4290
25798
001
F 10:10a - 12:40p
203 MATHEMATICS BUILDING
H. Xing 50 / 100 [ More Info ]
Autumn 2014 :: STAT W4290
STAT
4290
16594
001
F 10:10a - 12:40p
TBA
H. ElBarmi 38 / 100 [ More Info ]