Subject:
Economics (ECON)
Catalog number:
727
Unit weight:
0.50
Meet type:
LEC
Cross-listing(s):
N/A
Requisites:
Prereq: STAT 850 or permission of the instructor
Description:
This course focuses on the theory and application of estimation and statistical evaluation of continuous-time stochastic processes frequently used in finance. In particular, it provides an in-depth discussion of estimation methods and statistical tests in the context of dynamic models of the term structure of interest and option pricing.
Topic titles:
N/A
Faculty:
Arts (ART)
Academic level:
GRD
Course ID:
012849
