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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 2022: STAT GU4261
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Course Number | Section/Call Number | Times/Location | Instructor | Points | Enrollment |
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STAT 4261 | 001/13885 | F 10:10am - 12:40pm 309 Havemeyer Hall |
Hammou El Barmi | 3 | 14/25 |
Fall 2022: STAT GU4261
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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
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...the Mathematics of Finance , STAT GU4261 Statistical Methods in Finance , and STAT GU4221 Time Series...
Mathematics
Columbia College
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Applied Mathematics
General Studies
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...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...