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Spring 2014 Statistics W4290 section 001
STATISTICAL METHODS IN FINANCE

Call Number 25798
Day & Time
Location
F 10:10am-12:40pm
203 Mathematics Building
Points 3
Approvals Required None
Instructor Haipeng Xing
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 50 students (100 max) as of 11:30PM Tuesday, September 16, 2014
Final Exam Day/Time
F 9:00am-12:00pm
Final Location 203 Mathematics Building
Subject Statistics
Number W4290
Section 001
Division Interfaculty
Open To Columbia College, Engineering and Applied Science: Undergraduate, General Studies, School of Continuing Education, Global Programs, Graduate School of Arts and Science, School of the Arts, International and Public Affairs, Barnard, Engineering and Applied Science: Graduate
Campus Morningside
Section key 20141STAT4290W001

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SIS update 09/16/14 23:30    web update 09/17/14 15:04