# Search Results

## 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 2022: STAT GU4261 | |||||

Course Number | Section/Call Number | Times/Location | Instructor | Points | Enrollment |
---|---|---|---|---|---|

STAT 4261 | 001/13885 | F 10:10am - 12:40pm 309 Havemeyer Hall |
Hammou El Barmi | 3 | 14/25 |

Fall 2022: STAT GU4261 | |||||

Course Number | Section/Call Number | Times/Location | Instructor | Points | Enrollment |

STAT 4261 | 001/13806 | Sa 10:10am - 12:40pm Room TBA |
Zhiliang Ying | 3 | 11/35 |

## Statistics

### Barnard College

http://bulletin.columbia.edu/barnard-college/courses-instruction/statistics/

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

## Statistics

### General Studies

http://bulletin.columbia.edu/general-studies/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

### General Studies

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

Director of Undergraduate Studies: Prof. Mu-Tao Wang, 514 Mathematics; 212-854-3052; mtwang@math.columbia.edu

## Statistics

### Columbia College

http://bulletin.columbia.edu/columbia-college/departments-instruction/statistics/

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

## Mathematics

### Columbia College

http://bulletin.columbia.edu/columbia-college/departments-instruction/mathematics/

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

## Applied Mathematics

### General Studies

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

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

## Computer Science - Mathematics

### General Studies

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

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

## Mathematics

### General Studies

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

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