STAT 33800 - Statistical Inference for Financial Data

Institution:

University of Chicago

Subject:

Description:

PQ: STAT 30100 and 30200, or consent of instructor. Primarily intended for second-year graduate students in statistics, this course is also open to students with similar backgrounds in econometrics or finance. Financial data is commonly modeled by diffusion, jump-diffusion, and related models, and it is usually supposed that observation is discrete. This course is concerned with inference in such settings. Spring.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

WWW.UCHICAGO.EDU

Phone Number:

(773) 702-1234

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Quarter

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