| Call Number | 10237 |
|---|---|
| Day & Time Location |
TR 9:00am-12:10pm 140 Uris Hall |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Hammou El Barmi |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | Prerequisites: STAT GR5204 or the equivalent. STAT GR5205 is recommended. Open to MA students in Statistics only 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. |
| Web Site | Vergil |
| Subterm | 05/20-06/28 (A) |
| Department | Summer Session (SUMM) |
| Enrollment | 4 students (15 max) as of 8:07PM Monday, November 4, 2024 |
| Subject | Statistics |
| Number | S5261 |
| Section | 001 |
| Division | Summer Session |
| Note | STAT MA and MAFN students only. |
| Section key | 20242STAT5261S001 |