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May 17, 2024
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MATH 6201 - Statistical Techniques in Finance
Credit Hours: (3)
This course reviews basic concepts and introduces more advanced techniques from Probability and Statistics which are commonly utilized in mathematical finance. Topics covered include random variables, distributions, conditional expectations, confidence intervals and hypothesis testing, simple and multiple regression, multivariate analysis including factor and canonical correlation analysis, and time series models including ARMA, ARIMA, ARCH, and GARCH.
Schedule of Classes
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