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Department of Statistics

The Department of Statistics in the College of Humanities and Social Sciences (H&SS) is internationally known as a center for the study of Bayesian Statistics, for its research in statistical computing and for its research on the application of statistics to a wide range of science, engineering and social science disciplines including computational finance. For the Master of Sciences in Computational Finance program, the Department of Statistics offers foundational courses in probability theory and statistical inference. These are followed by courses in linear financial modeling and financial time series. These courses provide a solid foundation in statistical methodology and its application in the analysis of financial data, fitting models to historical data, and forecasting. Courses in simulation methods for options pricing, statistical arbitrage and trading, and risk management provide thorough training in the various methodologies used for pricing, hedging and risk management as well as introducing students to statistical arbitrage.

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