Science - Course - Financial Statistics

The course covers key statistical methods and data analytic techniques most relevant to finance. Hands-on experience in analyzing financial data in the “R” environment is an essential part of the course. Topics: Multivariate Analysis and Likelihood Inference, Basic Investment Models and Their Statistical Analysis, Dynamic Models of Asset Returns and Their Volatilities, Nonparametric Regression and Substantive-Empirical Modeling, Option Pricing and Market Data, Advanced Multivariate and Time Series Methods in Financial Econometrics, Interest Rate Markets Statistical Trading Strategies, Statistical Methods in Risk Management. Textbook: Lai, T.L. And Xing H. (2008) Statistical Models and Methods for Financial Markets.