MATH-442: Statistical theory-This course gives a mostly rigourous treatment of some statistical methods outside the context of standard likelihood theory.
FIN-417: Quantitative risk managementThis course is an introduction to quantitative risk management that covers standard statistical methods, multivariate risk factor models, non-linear dependence structures (copula models), as well as p
FIN-403: EconometricsThe course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications.
FIN-604: Financial Econometrics IWe provide a comprehensive overview of the econometric tools that are essential to estimate financial models, both for asset pricing and
for corporate finance.
MATH-655: Advanced methods for causal inferenceThis course covers recent methodology for causal inference in settings with time-varying exposures (longitudinal data) and causally connected units (interference). We will consider theory for identifi
