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This course is an introduction to statistical methods for analyzing multivariate data. Topics covered are multivariate sampling distributions, tests and estimation of multivariate normal parameters, multivariate ANOVA, regression, discriminant...

Bayesian statistics makes use of an inferential process that models data summarizing the results in terms of probability distributions for the model parameters. A key feature is that in the Bayesian approach, past information can be updated with new...

This seminar introduces students to modern issues in Applied Mathematics. In the seminar, students and faculty will read and discuss survey and research papers, make and attend presentations, and participate in brainstorming sessions toward the...

This seminar introduces students to issues and trends in modern statistics. In the seminar, students and faculty will read and discuss survey and research papers, make and attend presentations, and participate in brainstorming sessions toward the...

Designed to introduce graduate students to study of original papers and afford them opportunity to give account of their work by talks in the seminar.

This seminar will introduce professional masters students to topics related to general writing, presentation, group communication and interviewing skills, and will provide the foundations to successful cooperation within interdisciplinary team...

This course provides an introduction to many of the central concepts in mathematical finance. The focus of the course is on arbitrage-based pricing of derivative securities. Topics include stochastic calculus, securities markets, arbitrage-based...

The course is devoted to the mathematics of fixed income securities and to the financial instruments and methods used to manage interest rate risk. The first topics covered are the term-structure of interest rates, bonds, futures, interest rate...

Most realistic quantitative finance models are too complex to allow explicit analytic solutions and are solved by numerical computational methods. The first part of the course covers the application of finite difference methods to the partial...

Balancing financial risks vs returns by the use of asset diversification is one of the fundamental tasks of quantitative financial management. This course is devoted to the use of mathematical optimization and statistics to allocate assets, to...