STSCI 5640
Statistics for Financial Engineering
Cornell University · UGRD · Fall 2026
1 section
Catalog description
Regression, ARIMA, GARCH, stochastic volatility, and factor models. Calibration of financial engineering models, estimation of diffusion models, estimation of risk measures, multivariate models and copulas, bayesian statistics. Students are instructed in the use of R software.
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001
Availability not recently verifiedClass #cornell_2-STSCI5640Fall 2026UGRD4 credits
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