STATS240 - Statistical Methods in Finance

(SCPD students register for 240P.) Regression analysis and applications to investment models. Principal components and multivariate analysis. Likelihood inference and Bayesian methods. Financial time series. Estimation and modeling of volatilities. Statistical methods for portfolio management. Prerequisite: STATS 200 or equivalent.
Career
Graduate
Grading Basis
ROP - Letter or Credit/No Credit
Min
3
Max
3
Course Repeatable for Degree Credit?
No

Course Component
Lecture
Enrollment Optional?
No