Call Number | 13360 |
---|---|
Day & Time Location |
TR 6:10pm-7:25pm 329 Pupin Laboratories |
Points | 3 |
Grading Mode | Standard |
Approvals Required | None |
Instructor | Yisha Yao |
Type | LECTURE |
Method of Instruction | In-Person |
Course Description | Prerequisites: STAT GU4204 or the equivalent. STAT GU4205 is recommended. Modeling and inference for random processes, from natural sciences to finance and economics. ARMA, ARCH, GARCH and nonlinear models, parameter estimation, prediction and filtering. This is a core course in the MS program in mathematical finance. |
Web Site | Vergil |
Department | Statistics |
Enrollment | 5 students (35 max) as of 5:08PM Saturday, September 7, 2024 |
Subject | Statistics |
Number | GU4263 |
Section | 001 |
Division | Graduate School of Arts and Sciences |
Open To | Barnard College, Columbia College, Engineering:Undergraduate, Engineering:Graduate, GSAS, General Studies |
Section key | 20233STAT4263G001 |