Jun 13, 2024  
2016-2017 Graduate Bulletin 
    
2016-2017 Graduate Bulletin [ARCHIVED BULLETIN]

Add to Bulletin (opens a new window)

FIN 7073 Empirical Methods in Finance

(3 hours)
Reviews probability and statistical techniques used in quantitative finance, and normal, lognormal, and CEV distributions. Covers estimation and non-parametric techniques used in finance. Introduces financial databases and estimation application software (Matlab, SAS, etc.) for exercises in estimating volatilities and correlations and their stability. Prerequisites: QM 7023  or STAT 6813 .



Add to Bulletin (opens a new window)