Rutgers University 3 credits Statistics - Financial Statistics and Risk Management
Modern simulation methods and advanced statistical computing techniques for financial applications. Introduction to Monte Carlo simulation methods, variance reduction technique, the bootstrap methods, Markov chain Monte Carlo methods, sequential Monte Carlo method, hidden Markov models, Bayesian methods, etc. Expect to use C++ and R for programming and data analysis. Emphasis on examples and applications from finance and risk management. Prerequisites: 16:958:563, and 16:198:443 or permission of instructor.
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