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NOTE: Course information changes frequently. Please re-visit these pages periodically for the most recent and up-to-date information. | |
Spring 2013 Statistics W4290 section 001 STATISTICAL METHODS IN FINANCE | |
| Call Number | 29680 |
| Day & Time Location |
TR 7:40pm-8:55pm 312 Mathematics Building |
| Points | 3 |
| Approvals Required | None |
| Instructor | Zhiliang Ying |
| Type | LECTURE |
| Course Description | Prerequisites: STAT W3107 or W4107. 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 | CourseWorks |
| Department | Statistics |
| Enrollment | 84 students (75 max) as of 6:50PM Saturday, May 18, 2013 |
| Status | Full |
| Final Exam Day/Time | May 16 R 7:10pm-10:00pm |
| Final Location | 312 Mathematics Building |
| Subject | Statistics |
| Number | W4290 |
| Section | 001 |
| Division | Interfaculty |
| Open To | Columbia College, Engineering and Applied Science, General Studies, School of Continuing Education, Graduate School of Arts and Science, School of the Arts, International and Public Affairs, Barnard, Engineering and Applied Science: Graduate |
| Campus | Morningside |
| Section key | 20131STAT4290W001 |
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