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NOTE: Course information changes frequently, including Methods of Instruction. Please revisit these pages periodically for the most recent and up-to-date course information.


Summer 2021 Statistics S5261 section 001
STATISTICAL METHODS FOR FINANCE
STATISTICAL METHODS FOR F

Call Number 11101
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 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 05/03-06/14 (A)
Department Summer Session (SUMM)
Enrollment 10 students (25 max) as of 2:18PM Saturday, December 4, 2021
Subject Statistics
Number S5261
Section 001
Division Summer Session
Open To GSAS
Campus Morningside
Note STAT MA students only
Section key 20212STAT5261S001

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