This course consists of three parts: an introduction to financial time series data characteristics and analysis, a discussion on econometrics techniques (eg, GARCH models, cointegration, extreme value
This 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
The course establishes the concepts of statistical analysis, probability theory, and data analysis. This includes standard statistical tests, correlation analysis and experimental design. It introduce
