Course Descriptions
Empirical Methods
in Finance ( 3 units )
This course reviews probability and statistical techniques
commonly used in quantitative finance. It includes a review
of normal, log-normal, and CEV distributions. This course
covers estimation and non-parametric techniques commonly
used in finance (MLE, GMM, GARCH) and introduces students
to financial databases and to estimation application software
for exercises in estimating volatilities and correlations
and their stability.
