STAT GR5261

I learn many financial instruments such as stock as well as bond and their prices. I also learned some models such as CAPM as well as copula. Besides, I learned to use these method to solve real problems.

Fixed income, portfolio theory, CAPM, fitting univariate distribution, copula, PCA, etc..

Markowitz mean-variance portfolio theory, capital asset pricing model, multivariate linear regression, factor analysis, financial time series models, fixed income securities and credit risk, survival analysis models, value at risk, multivariate distributions, copula, interest rate models, principal component analysis, modeling high frequency trading.

Learned about returns, Sharpes ratio, fitting different distributions to an asset, portfolio theory, minimum variance portfolio, shortsales, tangency portfolios, asset allocation, Principal Component Analysis, Risk management and copulas

Returns Bond pricing and defaults Portfolio optimization CAPM PCA Copulas Multivariate analysis and general statistical ideas How to think about financial markets and correlation in general

Fundamental statistical methods for finance

Analytic tools and statistical methods for financial markets.

Portfolio theory, Risk management, basic statistical methods and Copulas

I highly recommend the professor! 1 Columbia University: Arts & Sciences Fall 2022 Course: STATGR5261_001_2022_3-STATISTICALMETHODSINFINANCE : STATGR5261_001_2022_3 - STATISTICAL METHODS IN FINANCE Instructor: Zhiliang Ying

I deepened my knowledge in quantitative empirical finance and increased my experience with R for such problems.