CFRM 410 A: Probability and Statistics for Computational Finance

Winter 2020
Meeting:
MW 3:30pm - 4:50pm / EXED 110
SLN:
12047
Section Type:
Lecture
Joint Sections:
CFRM 410 B
Instructor:
Oreoluwa Tanidabiolorun Adekoya
Catalog Description:
Covers basic concepts and methods of probability and statistical analysis and modeling for computational and quantitative finance. Coverage is carefully aligned with leading problems concerning prices and returns of individual assets and portfolios of assets. Key applications include financial risk management and portfolio performance analysis. Prerequisite: CFRM 405.
Credits:
3.0
Status:
Active
Last updated:
April 12, 2024 - 5:10 am