Spring 2020
MFE 230E 101 - DIS 101
Empirical Methods in Finance
Current Enrollment
Total Open Seats:
0
Enrolled:
Waitlisted:
Capacity:
Waitlist Max:
No Reserved Seats
Course Catalog Description
This course reviews probability and statistical techniques commonly used in quantitative finance. It includes a review of normal, lognormal, CEV distribution, estimation and nonparametric techniques commonly used in finance (MLE, GMM, GARCH). Students will be introduced to financial databases and estimation application software to estimate volatilities and correlations and their stability.
Rules & Requirements
Repeat Rules
Course is not repeatable for credit.
Reserved Seats
Current Enrollment
No Reserved Seats
Textbooks & Materials
Associated Sections
None