This course introduces the use of statistical concepts and methods to model and analyse financial data.  It begins with basic concepts in finance, focusing on the properties of returns on an asset and portfolio theory.  Several models, such as capital asset pricing model, market model, single-index model, for financial data are then discussed.  In addition to the basic concepts covered, the course focuses on some more advanced topics in an applied setting, such as large covariance matrices, s...

Seminar Required