FM5222

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FM 5222 - Statistical Methods in Finance (3 Cr.)

School of Mathematics (11133) TIOT - College of Science and Engineering

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

Fulfills the writing intensive requirement?

No

Typically offered term(s)

Every Spring