Summer 2024 Statistics S5261 section 001

STATISTICAL METHODS FOR FINANCE

STATISTICAL METHODS FOR F

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 12:09AM Tuesday, December 10, 2024
Subject Statistics
Number S5261
Section 001
Division Summer Session
Open To GSAS
Note STAT MA and MAFN students only.
Section key 20242STAT5261S001