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Spring 2021 Statistics GR5261 section 001
STATISTICAL METHODS IN FINANCE
STATISTICAL METHODS IN FI

Call Number 13206
Day & Time
Location
S 9:10am-11:40am
ONLINE ONLY
Points 3
Grading Mode Standard
Approvals Required None
Instructor Zhiliang Ying
Type LECTURE
Method of Instruction On-Line Only
Course Description Prerequisites: STAT GR5204 or the equivalent. STAT GR5205 is recommended. 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
Department Statistics
Enrollment 53 students (150 max) as of 9:06PM Friday, November 26, 2021
Subject Statistics
Number GR5261
Section 001
Division Interfaculty
Open To GSAS
Campus Morningside
Note STAT MA & MATH FINANCE students only
Section key 20211STAT5261W001

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SIS update 11/26/21 21:06    web update 11/26/21 21:23