Statistical Methods in Finance
10:10am–12:40pm
SCHERMERHORN HALL SCH 501
Morningside
Seat data provenance: Directory as of August 23, 2026 at 4:00 AM
Description
Prerequisites: STAT GR5204 or the equivalent. STAT GR5205 is recommended. A fast-paced introduction to statistical methods used in quantitative finance. Financial applications and statistical methodologies are intertwined in all lectures. Topics include regression analysis and applications to the Capital Asset Pricing Model and multifactor pricing models, principal components and multivariate analysis, smoothing techniques and estimation of yield curves statistical methods for financial time series, value at risk, term structure models and fixed income research, and estimation and modeling of volatilities. Hands-on experience with financial data.
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Instructor quality
n=10, 2011–2026
Aggregated across every course Hammou El Barmi has taught.
Teaching quality
4.5 / 5
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No signal
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Difficulty
3.3 / 5 · Moderate
Overall sentiment
Positive
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Flat map — motion reduced
Workload and grading
- Grading
- Not published
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- Credits
- 3 credits
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