FINAN 6510 - Financial Applications of Statistical Models

This course examines key statistical methods that underpin all major work in modern empirical finance. Students will review the statistical foundations of computational finance, including the concepts behind the major theories of portfolio optimization, risk management, and financial modeling. In the process, they will not only learn how to use statistical methods to solve actual problems, but also how to interpret the conceptual and practical meaning of the methods considered in the course.