Core Curriculum
Statistics
Course Outline
There are a total of 12 lectures, each running for 3 hours.
Recommended Readings
Website
- All of Statistics: A Concise Course in Statistical Inference, Larry Wasserman
- All of Nonparametric Statistics, Larry Wasserman
- Statistical Analysis of Financial Data in S-Plus, René Carmona
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models, Søren Johansen
- Introduction To Stochastic Calculus With Applications (3rd Edition), Fima C. Klebaner
- Financial Calculus: An Introduction to Derivative Pricing, Martin Baxter, Andrew Rennie
