STATS 509 - Statistical Models and Methods for Financial Data
Section: 001
Term: WN 2018
Subject: Statistics (STATS)
Department: LSA Statistics
Credits:
3
Waitlist Capacity:
99
Advisory Prerequisites:
STATS 500 and STATS 510, or equivalent.
Repeatability:
May not be repeated for credit.
Primary Instructor:

This course will cover statistical models and methods relevant to the analysis of financial data. Topics covered will include modeling and estimation of heavy-tailed distributions, modeling and inference with multivariate copulas, linear and non-linear time series analysis, and statistical portfolio modeling. Applications from finance will be used to illustrate the methods.

STATS 509 - Statistical Models and Methods for Financial Data
Schedule Listing
001 (LEC)
P
22430
Open
97
31MATH QFMS
-
MW 4:00PM - 5:30PM
NOTE: Data maintained by department in Wolverine Access. If no textbooks are listed below, check with the department.


ISBN: 9781493926138
Statistics and data analysis for financial engineering, Second Edition
Required
ISBN: 9780387778266
Statistical models and methods for financial markets, Author: Tze Leung Lai, Haipeng Xing., Publisher: Springer 2008
Optional
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