Statistical Methods in Finance · Statistics
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.
General knowledge of statistical methods in finance. Detailed methods and their realizations.
Fixed income, portfolio theory, CAPM, fitting univariate distribution, copula, PCA, etc..
I learned many knowledge on financial models
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
Fascinating and worth taking. If interested in finance and statistics, you should not miss it. 1 Columbia University: Arts & Sciences Spring 2021 Course: STATGU4261_001_2021_1-STATISTICALMETHODSINFINANCE : STATGU4261_001_2021_1 - STATISTICAL METHODS IN FINANCE Instructor: Zhiliang Ying
Fundamental statistical methods for finance
I wish this course would move more quickly and provide more materials, in more depth, with much more
Portfolio theory, Risk management, basic statistical methods and Copulas
statistical methods in finance, like volatility models, pca, etc