Statistics in Finance: 3 hours

Catalog description

(Pre-requisite: MA 2733 , ST/ MA 3123 ). Three hours lecture. This course aims to give an account of the main uses of probability and statistics in finance. It will cover mathematical and statistical aspects of interest and insurance, mean (expected return) and variance aspects of portfolios with multiple assets, efficient frontier and optimal portfolios. (Same as MA 4333 /6333)