Statistical Methods for Finance
A.Y. 2018/2019
Learning objectives
The main goal of this course is to give students the necessary statistical instruments required in modern quantitative finance, focusing in particular on dependence modeling and extreme value theory.
After the course, students should be familiar with the main statistical methods and models required when dealing with quantitative risk in finance.
After the course, students should be familiar with the main statistical methods and models required when dealing with quantitative risk in finance.
Expected learning outcomes
Undefined
Lesson period: Third trimester
Assessment methods: Esame
Assessment result: voto verbalizzato in trentesimi
Single course
This course cannot be attended as a single course. Please check our list of single courses to find the ones available for enrolment.
Course syllabus and organization
Single session
Responsible
Lesson period
Third trimester
Professor(s)
Reception:
NEXT OFFICE HOURS: THURSDAY, MAY 22, 9.30-12.30 and TUESDAY, MAY 27, 9.20-12.30
Room 33, 3rd floor DEMM