| Call Number | 14603 |
|---|---|
| Day, Time & Location | View Class Schedule & Location in Vergil |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Franz Rembart |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | Prerequisites: STAT GU4204 or the equivalent. STAT GU4205 is recommended. Modeling and inference for random processes, from natural sciences to finance and economics. ARMA, ARCH, GARCH and nonlinear models, parameter estimation, prediction and filtering. This is a core course in the MS program in mathematical finance. |
| Web Site | Vergil |
| Department | Statistics |
| Enrollment | 12 students (25 max) as of 11:05AM Monday, May 18, 2026 |
| Subject | Statistics |
| Number | GU4263 |
| Section | 001 |
| Division | Graduate School of Arts and Sciences |
| Open To | Barnard College, Columbia College, Engineering:Undergraduate, Engineering:Graduate, GSAS, General Studies, Professional Studies |
| Section key | 20263STAT4263G001 |