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. CC/GS: Partial Fulfillment of Science Requirement.

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2015 :: STAT W4290
STAT
4290
27452
001
F 10:10a - 12:40p
501 SCHERMERHORN HALL
H. ElBarmi 80 / 190 [ More Info ]
STAT
4290
83055
002
Sa 10:10a - 12:40p
517 HAMILTON HALL
Z. Ying 80 / 75 [ More Info ]
Autumn 2015 :: STAT W4290
STAT
4290
64460
001
F 10:10a - 12:40p
517 HAMILTON HALL
H. ElBarmi 86 / 86 [ More Info ]
STAT
4290
91247
002
TuTh 11:40a - 12:55p
503 HAMILTON HALL
D. Wang 55 / 54 [ More Info ]