Jul 26, 2024  
2016-2017 Graduate Bulletin 
    
2016-2017 Graduate Bulletin [ARCHIVED BULLETIN]

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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 .



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