STAT 801
ADVANCED FINANCIAL STATISTICS
Statistical theory and methodology for modern financial data. Topics include financial stochastic models based on time series and stochastic calculus, modern statistical inference, and statistical learning for financial data as well as their applications to financial problems.
Topics
- financial stochastic models based on time series and stochastic calculus
- modern statistical inference
- and statistical learning for financial data as well as their applications to financial problems
Topics explicitly listed in official catalogue description
Prerequisites & course information
Requisites: STAT 601 or 701 Course Designation: Grad 50% - Counts toward 50% graduate coursework requirement Repeatable for Credit: No Last Taught: Fall 2020
Sources
- Course catalogue ↗2026-2027