FM5222
FM 5222 - Statistical Methods in Finance (3 Cr.)
School of Mathematics (11133)
TIOT - College of Science and Engineering
FM 5222 - Statistical Methods in Finance (3 Cr.)
Course description
A course on Statistical methods used in the analysis of financial markets data. It will cover topics such as, Bayesian Statistics, Linear and Non-Linear Regression, Markov Chain Monte Carlo, Copulas and Time-series Analysis, and their applications to financial data.
Minimum credits
3
Maximum credits
3
Is this course repeatable?
No
Grading basis
OPT - Student Option
Lecture
Typically offered term(s)
Every Spring