Autumn 2019 STAT 33820=FINM 33420

Course: STAT 33820=FINM 33420

Title: Statistical Inference for Risk Management

Instructor(s): Jostein Paulsen

Class Schedule: Sec 01: Th 6:00 PM-9:00 PM in MS 112

Office Hours: 

Course Homepage: 


Description: Statistical estimation, the maximum likelihood method and nonparametric methods. Asymptotic properties of estimators. Goodness of fit tests and model selection. Extreme value theory.

Elective:  Course meets second half of quarter.