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Summer 2021 Statistics S4261 section 002
STATISTICAL METHODS FOR FINANCE
STATISTICAL METHODS FOR F

Call Number 11100
Day & Time
Location
MTWR 6:15pm-7:50pm
ONLINE ONLY
Points 3
Grading Mode Standard
Approvals Required None
Instructor Hammou El Barmi
Type LECTURE
Method of Instruction On-Line Only
Course Description Prerequisites: STAT GU4204 and STAT GU4205 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 05/03-06/14 (A)
Department Summer Session (SUMM)
Enrollment 5 students (35 max) as of 2:18PM Saturday, December 4, 2021
Subject Statistics
Number S4261
Section 002
Division Summer Session
Open To Barnard College, Columbia College, Engineering:Undergraduate, Engineering:Graduate, GSAS, General Studies, Professional Studies, Summer Session
Campus Morningside
Section key 20212STAT4261S002

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SIS update 12/04/21 14:18    web update 12/04/21 14:21