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STAT GU4261 Statistical Methods in Finance. 3 points.

CC/GS: Partial Fulfillment of Science Requirement, BC: Fulfillment of General Education Requirement: Quantitative and Deductive Reasoning (QUA).

Prerequisites: STAT GU4205 or the equivalent.

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.

Spring 2018: STAT GU4261
Course Number Section/Call Number Times/Location Instructor Points Enrollment
STAT 4261 001/27967 Sa 9:10am - 11:40am
501 Schermerhorn Hall
Zhiliang Ying 3 20/25
Fall 2018: STAT GU4261
Course Number Section/Call Number Times/Location Instructor Points Enrollment
STAT 4261 002/74534 F 10:10am - 12:40pm
Room TBA
Hammou ElBarmi 3 25/25

Statistics

http://bulletin.columbia.edu/general-studies/undergraduates/majors-concentrations/statistics/

The Statistics Department Office: 1005 School of Social Work (1255 Amsterdam Avenue); 212-851-2132 http://www.stat.columbia.edu

Mathematics-Statistics

http://bulletin.columbia.edu/general-studies/undergraduates/majors-concentrations/mathematics-statistics/

Director of Undergraduate Studies: Prof. Ovidiu Savin, 409 Mathematics; 212-854-8233; savin@math.columbia.edu

Statistics

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...the Mathematics of Finance , STAT GU4261 Statistical Methods in Finance , and STAT GU4221 Time Series...

Statistics

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Mathematics

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Applied Mathematics

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Computer Science - Mathematics

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Mathematics

http://bulletin.columbia.edu/general-studies/undergraduates/majors-concentrations/mathematics/

...the Mathematics of Finance , STAT GU4261 Statistical Methods in Finance , and STAT GU4221 Time Series...