2019-20 Fall - MAFS5140 - Statistical Methods in Quantitative Finance

Course

Description

This course provides an introduction to statistical models used in financial data analysis. Students learn about various basic and advanced regression models, and techniques of data analysis. These statistical methods are applied in quantitative finance, including portfolio theory, asset pricing models and risk management.
Course period1/09/1931/12/19
Course levelPG
Course formatLecture