Statistical Methods with Applications in Science and Finance

Graduate / Professional

Introduction to key methods in statistical physics with examples drawn principally from the sciences (physics, chemistry, astronomy, statistics, biology) as well as added examples from finance. Students learn the fundamentals of Monte Carlo, stochastic random walks, and analysis of covariance analytically as well as via numerical exercises. Prerequisites: ENAS 1940 , MATH 2220 , ENAS 1300 or equivalents. TTh 2:35pm-3:50pm