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Courses for Statistics

Unify Course Listings

STAT W 1000x and y Undergraduate Seminar in Statistics

Prepared with undergraduates majoring in quantitative disciplines in mind, the presentations in this colloquium focus on the interface between data analysis, computation, and theory in interdisciplinary research. Meetings are open to all undergraduates, whether registered for the courses or not. Presenters are dawn from the faculty of department in Arts and Sciences, Engineering, Public Health and Medicine. - D. Rabinowitz
Prerequisites: Previous or concurrent enrollment in a course in Statistics
1 point

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Autumn 2014 :: STAT W1000
STAT
1000
13380
001
F 11:00a - 12:50p
TBA
D. Rabinowitz 5 [ More Info ]

STAT W 3997x and y Independent Research

May be repeated for credit. This course provides a mechanism for students who undertake research with a faculty member from the Department of Statistics to receive academic credit; students should only register for this course with permission of their project mentor. - Instructor to be announced
Prerequisites: The permission of a member of the department. General Education Requirement: Quantitative and Deductive Reasoning (QUA).

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: STAT W3997
STAT
3997
60181
001
TBA D. Rabinowitz 0 / 75 [ More Info ]
STAT
3997
15953
002
TBA H. Zhang 1 [ More Info ]
STAT
3997
75545
003
TBA D. Madigan 1 [ More Info ]
STAT
3997
62056
004
TBA L. Paninski 1 [ More Info ]
STAT
3997
86607
005
TBA Y. Feng 1 [ More Info ]
STAT
3997
25811
006
TBA P. Protter 1 [ More Info ]
Autumn 2014 :: STAT W3997
STAT
3997
64476
001
TBA P. Protter 1 [ More Info ]
STAT
3997
28899
002
TBA Instructor To Be Announced 0 [ More Info ]

Introductory Courses

The Department of Statistics offers three first introductory courses, STAT W1001, W1111, and W1211. All three may be taken without preparation in statistics. All three cover roughly the same concepts, but differ substantially in the mathematical maturity that is assumed and in the sophistication of the examples.


STAT W1001 is for students who have no more than the most basic algebra, and may be of interest to students in non-mathematical disciplines seeking to satisfy the Quantitative and Deductive Reasoning requirement. STAT W1111 is for students who have mastered basic algebra; practice is emphasized over mathematical theory. STAT W1211 is for students with competence in differential and integral calculus and emphasizes theory over practice.

STAT W1211 or W1111 may be substituted for ECON BC2411 in satisfaction of the major requirements in Economics. STAT W1211 is required for the major in Mathematics-Statistics, Economics-Statistics, and Statistics, and the for the concentration in Statistics. STAT W1001 and W1111 may be applied to the major requirement in Political Science-Statistics. Students that declared their major in Psychology prior to the 2008-2009 academic year may satisfy their major requirements with STAT W1111 or W1211 in lieu of PSYC BC1101.

STAT W2110 follows on the material of the three introductory courses, and is designed for students interested in developing practical skills. Applications of statistics to current issues in the sciences and social sciences are emphasized.


STAT W 1001x and y Introduction to Statistical Reasoning

A friendly introduction to statistical concepts and reasoning with emphasis on developing statistical intuition rather than on mathematical rigor. Topics include design of experiments, descriptive statistics, correlation and regression, probability, chance variability, sampling, chance models, and tests of significance.
Prerequisites: Some high school algebra. General Education Requirement: Quantitative and Deductive Reasoning (QUA).
3 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: STAT W1001
STAT
1001
75931
001
TuTh 2:40p - 3:55p
503 HAMILTON HALL
E. Blumgart 53 / 50 [ More Info ]
STAT
1001
14400
002
MW 6:10p - 7:25p
614 SCHERMERHORN HALL
H. Nguyen 92 / 100 [ More Info ]
Autumn 2014 :: STAT W1001
STAT
1001
23224
001
MW 10:10a - 11:25a
TBA
Instructor To Be Announced 50 / 50 [ More Info ]
STAT
1001
62945
002
TuTh 6:10p - 7:25p
TBA
Instructor To Be Announced 87 / 125 [ More Info ]

STAT W 1111x and y Introduction to Statistics (without calculus)

Designed for students in fields that emphasize quantitative methods. Graphical and numerical summaries, probability, theory of sampling distributions, linear regression, analysis of variance, confidence intervals and hypothesis testing. Quantitative reasoning and data analysis. Practical experience with statistical software. Illustrations are taken from a variety of fields. Data-collection/analysis project with emphasis on study designs is part of the coursework requirement.
Prerequisites: Intermediate high school algebra. General Education Requirement: Quantitative and Deductive Reasoning (QUA).
3 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: STAT W1111
STAT
1111
14837
001
TuTh 8:40a - 9:55a
310 FAYERWEATHER
B. Emir 56 / 75 [ More Info ]
STAT
1111
21552
002
MW 10:10a - 11:25a
413 KENT HALL
F. Caridi 50 / 75 [ More Info ]
STAT
1111
18215
003
TuTh 6:10p - 7:25p
310 FAYERWEATHER
A. Donoghue 81 / 75 [ More Info ]
Autumn 2014 :: STAT W1111
STAT
1111
25745
001
MW 8:40a - 9:55a
TBA
Instructor To Be Announced 40 / 125 [ More Info ]
STAT
1111
68947
002
TuTh 10:10a - 11:25a
TBA
A. Donoghue 125 / 125 [ More Info ]
STAT
1111
70248
003
MW 6:10p - 7:25p
TBA
Instructor To Be Announced 50 / 50 [ More Info ]

STAT W 1211x and y Introduction to Statistics (with calculus)

Designed for students who desire a strong grounding in statistical concepts with a greater degree of mathematical rigor than in STAT W1111. Random variables, probability distributions, pdf, cdf, mean, variance, correlation, conditional distribution, conditional mean and conditional variance, law of iterated expectations, normal, chi-square, F and t distributions, law of large numbers, central limit theorem, parameter estimation, unbiasedness, consistency, efficiency, hypothesis testing, p-value, confidence intervals, maximum likelihood estimation. Serves as the pre-requisite for ECON W3412.
Prerequisites: one semester of calculus. General Education Requirement: Quantitative and Deductive Reasoning (QUA).
3 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: STAT W1211
STAT
1211
70192
001
MW 8:40a - 9:55a
207 MATHEMATICS BUILDING
E. Whalen 109 / 125 [ More Info ]
STAT
1211
72894
002
MW 1:10p - 2:25p
503 HAMILTON HALL
H. Weng 28 / 40 [ More Info ]
STAT
1211
22443
003
MW 6:10p - 7:25p
517 HAMILTON HALL
R. Neuberg 33 / 40 [ More Info ]
STAT
1211
21952
004
MW 8:40a - 9:55a
503 HAMILTON HALL
L. Mittel 17 / 40 [ More Info ]
STAT
1211
26722
005
TuTh 6:10p - 7:25p
207 MATHEMATICS BUILDING
S. Kolluri 58 / 125 [ More Info ]
STAT
1211
27291
006
TuTh 2:40p - 3:55p
501 NORTHWEST CORNER
P. Protter 92 / 160 [ More Info ]
Autumn 2014 :: STAT W1211
STAT
1211
72544
001
MW 11:40a - 12:55p
TBA
H. ElBarmi 104 / 125 [ More Info ]
STAT
1211
18415
002
MW 6:10p - 7:25p
TBA
Instructor To Be Announced 52 / 125 [ More Info ]
STAT
1211
73361
003
TuTh 8:40a - 9:55a
TBA
Instructor To Be Announced 39 / 50 [ More Info ]
STAT
1211
27804
004
TuTh 2:40p - 3:55p
TBA
Instructor To Be Announced 50 / 50 [ More Info ]

STAT W 2024x Applied Linear Regression Analysis

Develops critical thinking and data analysis skills for regression analysis in science and policy settings. Simple and multiple linear regression, non-linear and logistic models, random-effects models, penalized regression methods. Implementation in a statistical package. Optional computer-lab sessions. Emphasis on real-world examples and on planning, proposing, implementing, and reporting.
Prerequisites: One of STAT W1001, W1111, or W1211.
3 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Autumn 2014 :: STAT W2024
STAT
2024
14655
001
TuTh 8:40a - 9:55a
TBA
Instructor To Be Announced 25 / 25 [ More Info ]

STAT W 2025y Applied Statistical Methods

Classical nonparametric methods, permutation tests; contingency tables, generalized linear models, missing data, causal inference, multiple comparisons. Implementation in statistical software. Emphasis on on conducting data analyses and reporting the results. Optional weekly computer-lab sessions. - E. Whalen
Prerequisites: STAT W2024
3 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: STAT W2025
STAT
2025
28674
001
TuTh 1:10p - 2:25p
517 HAMILTON HALL
J. Landwehr 21 / 75 [ More Info ]

STAT W 2026x Statistical Applications and Case Studies

A sample of topics and application areas in applied statistics. Topic areas may include: Markov processes and Queuing theory; Meta-Analysis of clinical trial research; Receiver-Operator Curves in Medical Diagnosis; Spatial statistics with applications in geology, astronomy, and epidemiology; Multiple comparisons in bio-informatics; Causal modeling with missing data; statistical methods in genetic epidemiology; Stochastic analysis of neural spike train data; Graphical models for computer and social network data.
Prerequisites: STAT W2025
3 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Autumn 2014 :: STAT W2026
STAT
2026
26587
001
TuTh 10:10a - 11:25a
TBA
V. Stodden 18 / 30 [ More Info ]

STAT W 3026x Applied Data Mining

Data Mining is a dynamic and fast growing field at the interface of Statistics and Computer Science. The emergence of massive datasets containing millions or even billions of observations provides the primary impetus for the field. Such datasets arise, for instance, in large-scale retailing, telecommunications, astronomy, computational and statistical challenges. This course will provide an overview of current practice in data mining. Specific topics covered with include databases and data warehousing, exploratory data analysis and visualization, descriptive modeling, predictive modeling, pattern and rule discovery, text mining, Bayesian data mining, and causal inference. The use of statistical software will be emphasized. - B. Emir
3 points

Foundation Courses

The Department offers STAT W3105, W3107, and W4315 as a sequence. W3105 covers probability theory and is a prerequisite for W3107. W3107 covers statistical theory, and is a prerequisite for STAT W4315. STAT W4315 covers linear regression models, and provides an introduction to practical issues in data analysis. Students who have difficulty scheduling STAT W3105 or W3107 may substitute, respectively, STAT W4105 and W4107, or substitute, for the pair, the combined course STAT W4109. The sequences is a pre-requisite for the advanced undergraduate offerings in the Department (except W4604 and W4835, which have only W3105 as a prerequisite, and W4204, which has only STAT W3105 and W3107 as co-requisites). STAT W4150 is an abridged version of W3105 and W3107 designed especially for SEAS students.

STAT W 3103x Mathematical Methods for Statistics

A fast-paced coverage of those aspects of the differential and integral calculus of one and several variables and of the linear algebra required for the core courses in the Statistics major. The mathematical topics are integrated with an introduction to computing. Students seeking more comprehensive background should replace this course with MATH V1102 and V2010 and any COMS course numbered from W1003 to W1009.
Prerequisites: MATH V1101 or permission of the instructor.
6 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Autumn 2014 :: STAT W3103
STAT
3103
64244
001
TuTh 10:10a - 12:40p
TBA
Instructor To Be Announced 9 / 25 [ More Info ]

STAT W 3105x Introduction to Probability

A calculus-based introduction to probability theory. A quick review of multivariate calculus is provided. Topics covered include random variables, conditional probability, expectation, independence, Bayes' rule, important distributions, joint distributions, moment generating functions, central limit theorem, laws of large numbers and Markov's inequality.
Prerequisites: MATH V1101 and V1102 or the equivalent General Education Requirement: Quantitative and Deductive Reasoning (QUA).
3 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Autumn 2014 :: STAT W3105
STAT
3105
71440
001
MW 10:10a - 11:25a
TBA
S. Lo 38 / 75 [ More Info ]

STAT W 3107y Introduction to Statistical Inference

Calculus-based introduction to the theory of statistics. Useful distributions, law of large numbers and central limit theorem, point estimation, hypothesis testing, confidence intervals maximum likelihood, likelihood ratio tests, nonparametric procedures, theory of least squares and analysis of variance.
Prerequisites: STAT W3105 or W4105, or the equivalent. General Education Requirement: Quantitative and Deductive Reasoning (QUA).
3 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: STAT W3107
STAT
3107
61074
001
MW 10:10a - 11:25a
517 HAMILTON HALL
H. ElBarmi 75 / 75 [ More Info ]

STAT W 3315x Linear Regression Models

Theory and practice of regression analysis. Simple and multiple regression, testing, estimation, prediction, and confidence procedures, modeling, regression diagnostics and plots, polynomial regression, colinearity and confounding, model selection, geometry of least squares. Extensive use of the computer to analyse data. Equivalent to STAT W4315 except that enrollment is limited to undergraduate students.
Prerequisites: STAT W3107 (or STAT W4150) and STAT W3103 (or MATH V1101, V1102, and V2110).
3 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Autumn 2014 :: STAT W3315
STAT
3315
19956
001
TuTh 2:40p - 3:55p
TBA
V. Stodden 27 / 45 [ More Info ]

SIEO W 4150x and y Introduction to Probability and Statistics

A quick calculus-based tour of the fundamentals of probability theory and statistical inference. Probability models, random variables, useful distributions, expectations, law of large numbers, central limit theorem, point and confidence interval estimation, hypothesis tests, linear regression. Students seeking a more thorough introduction to probability and statistics should consider STAT W3105 and W3107. - L. Wright, I. Hueter
Prerequisites: MATH V1101 and V1102 or the equivalent. General Education Requirement: Quantitative and Deductive Reasoning (QUA).
3 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: SIEO W4150
SIEO
4150
74283
001
TuTh 7:40p - 8:55p
501 NORTHWEST CORNER
M. Brown 65 / 80 [ More Info ]
SIEO
4150
68024
002
MW 10:10a - 11:25a
207 MATHEMATICS BUILDING
D. Rabinowitz 109 [ More Info ]
Autumn 2014 :: SIEO W4150
SIEO
4150
26180
001
MW 10:10a - 11:25a
TBA
M. Brown 7 [ More Info ]
SIEO
4150
61594
R01
TBA Instructor To Be Announced 0 / 0 [ More Info ]

Advanced Courses

STAT W 3051x or y (Section 001) Math Finance in Continuous Time

This follows Math V3050. Basic concepts in probability theory, and then advanced concepts, including Brownian motion, stochastic calculus, expectation, Radon-Nikodym theorem, Girsanov's theorem, stochastic differential equations (inlcuding Black-Merton-Scholes), options and hedging, stochastic interest rates, forwards and futures. Formal proofs will be eschewed in favor of understanding concepts.
Prerequisites: V3050
3 points

STAT W 4201x and y Advanced Data Analysis

This is a course on getting the most out of data. The emphasis will be on hands-on experience, involving case studies with real data and using common statistical packages. The course covers, at a very high level, exploratory data analysis, model formulation, goodness of fit testing, and other standard and non-standard statistical procedures, including linear regression, analysis of variance, nonlinear regression, generalized linear models, survival analysis, time series analysis, and modern regression methods. Students will be expected to propose a data set of their choice for use as case study material. - Demissie Alemayehu
Prerequisites: STAT W4315. At least one of W4290, W4325, W4330, W4437, W4413, W4543 is recommended. General Education Requirement: Quantitative and Deductive Reasoning (QUA).
3 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: STAT W4201
STAT
4201
63905
001
M 6:10p - 8:55p
209 HAVEMEYER HALL
J. Liu 63 / 100 [ More Info ]
Autumn 2014 :: STAT W4201
STAT
4201
71816
001
F 6:10p - 8:55p
TBA
D. Alemayehu 125 / 125 [ More Info ]

STAT W 4240x Data Mining

Data Mining is a dynamic and fast growing field at the intersection of Statistics and Computer Science, driven by the prevalence of nontraditional and observational datasets. This course provides anoverview of methods for regression, classification, clustering, dimension reduction, and rules mining. Students are expencted to implement these methods, on projects including text mining andimage processing.
Prerequisites: Linear Algebra, COMS W1003, W1004, W1005, W1007, or the equivalent. Corequisites: Either STAT W3105 or W4105, and either STAT W3107 or W4107.
3 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: STAT W4240
STAT
4240
23341
001
TuTh 6:10p - 7:25p
614 SCHERMERHORN HALL
L. Hannah 73 / 100 [ More Info ]
STAT
4240
27974
002
MW 6:10p - 7:25p
329 PUPIN LABORATORIES
J. Cunningham 60 / 100 [ More Info ]
Autumn 2014 :: STAT W4240
STAT
4240
75279
001
TuTh 6:10p - 7:25p
TBA
L. Hannah 34 / 125 [ More Info ]
STAT
4240
26343
002
MW 6:10p - 7:25p
TBA
J. Cunningham 36 / 125 [ More Info ]
STAT
4240
64169
003
TuTh 1:10p - 2:25p
TBA
L. Hannah 12 / 75 [ More Info ]
STAT
4240
86797
004
MW 1:10p - 2:25p
TBA
L. Hannah 2 / 75 [ More Info ]

STAT W 4290y Statistical Methods in Finance

A fast-paced introduction to statistical methods used in quantitative finance. Financial applications and statistical methodologies are intertwined in all lectures. Topics include regression analysis and applications to the Capital Asset Pricing Model and multifactor pricing models, principal components and multivariate analysis, smoothing techniques and estimation of yield curves statistical methods for financial time series, value at risk, term structure models and fixed income research, and estimation and modeling of volatilities. Hands-on experience with financial data.
Prerequisites: STAT W3107 or W4107. General Education Requirement: Quantitative and Deductive Reasoning (QUA).
3 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: STAT W4290
STAT
4290
25798
001
F 10:10a - 12:40p
203 MATHEMATICS BUILDING
H. Xing 50 / 100 [ More Info ]
Autumn 2014 :: STAT W4290
STAT
4290
16594
001
F 10:10a - 12:40p
TBA
Z. Ying 38 / 100 [ More Info ]

STAT W 4325y Generalized Linear Models

Statistical methods for rates and proportions, ordered and nominal categorical responses, contingency tables, odds-ratios, exact inference, logistic regression, Poisson regression, generalized linear models.

- M. Sobel
Prerequisites: STAT W4315 General Education Requirement: Quantitative and Deductive Reasoning (QUA).
3 points
Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: STAT W4325
STAT
4325
22358
001
MW 2:40p - 3:55p
207 MATHEMATICS BUILDING
M. Sobel 62 / 100 [ More Info ]

STAT W 4330x Multilevel Models

Theory and practice, including model-checking, for random and mixed-effects models (also called hierarchical, multi-level models). Extensive use of the computer to analyse data. - TBA
Prerequisites: STAT W4315 General Education Requirement: Quantitative and Deductive Reasoning (QUA).

STAT W 4335x Sample Surveys

Introductory course on the design and analysis of sample surveys. How sample surveys are conducted, why the designs are used, how to analyze survey results, and how to derive from first principles the standard results and their generalizations. Examples from public health, social work, opinion polling, and other topics of interest.

- M. Sobel
Prerequisites: STAT W3107 or W4107. General Education Requirement: Quantitative and Deductive Reasoning (QUA).
3 points
Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Autumn 2014 :: STAT W4335
STAT
4335
29369
001
F 2:10p - 4:40p
TBA
Instructor To Be Announced 17 / 75 [ More Info ]

STAT W 4400y Statistical Machine Learning

The course will provide an introduction to Machine Learning and its core models and algorithms. The aim of the course is to provide students of statistics with detailed knowledge of how Machine Learning methods work and how statistical models can be brought to bear in computer systems - not only to analyze large data sets, but to let computers perform tasks that traditional methods of computer science are unable to address. Examples range from speech recognition and text analysis through bioinformatics and medical diagnosis. This course provides a first introduction to the statistical methods and mathematical concepts which make such technologies possible. - Peter Orbanz
Prerequisites: Calculus I and Linear Algebra

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: STAT W4400
STAT
4400
16844
001
TuTh 4:10p - 5:25p
310 FAYERWEATHER
P. Orbanz 76 / 100 [ More Info ]
Autumn 2014 :: STAT W4400
STAT
4400
64460
001
TuTh 4:10p - 5:25p
TBA
P. Orbanz 100 / 100 [ More Info ]

STAT W 4413y Nonparametric Statistics

Statistical inference without parametric model assumption. Hypothesis testing using ranks, permutations, and order statistics. Nonparametric analogs of analysis of variance. Non-parametric regression, smoothing and model selection.

- B. Sen
Prerequisites: STAT W3107 or W4107. General Education Requirement: Quantitative and Deductive Reasoning (QUA).
3 points
Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: STAT W4413
STAT
4413
72371
001
TuTh 10:10a - 11:25a
207 MATHEMATICS BUILDING
A. Maleki 54 / 75 [ More Info ]

STAT W 4437x and y Time Series Analysis

Least squares smoothing and prediction, linear systems, Fourier analysis, and spectral estimation. Impulse response and transfer function. Fourier series, the fast Fourier transform, autocorrelation function, and spectral density. Univariate Box-Jenkins modeling and forecasting. Emphasis on applications. Examples from the physical sciences, social sciences, and business. Computing is an integral part of the course. - R. Davis
Prerequisites: STAT W4315 or the equivalent. General Education Requirement: Quantitative and Deductive Reasoning (QUA).
3 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: STAT W4437
STAT
4437
11071
001
TuTh 7:40p - 8:55p
209 HAVEMEYER HALL
H. Zhang 95 / 100 [ More Info ]
STAT
4437
73549
002
Sa 1:10p - 3:40p
517 HAMILTON HALL
G. Motta 39 / 75 [ More Info ]
Autumn 2014 :: STAT W4437
STAT
4437
19537
001
TuTh 7:40p - 8:55p
TBA
G. Motta 27 / 75 [ More Info ]

STAT W 4543y Survival Analysis

Survival distributions, types of censored data, estimation for various survival models, nonparametric estimation of survival distributions, the proportional hazard and accelerated lifetime models for regression analysis with failure-time data. Extensive use of the computer.

- M. Shnaidman
Prerequisites: STAT W4315. General Education Requirement: Quantitative and Deductive Reasoning (QUA).
Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: STAT W4543
STAT
4543
74421
001
TuTh 6:10p - 7:25p
603 HAMILTON HALL
M. Shnaidman 21 / 60 [ More Info ]

STAT W 4606x and y Elementary Stochastic Processes

Review of elements of probability theory. Poisson processes. Renewal theory. Wald's equation. Introduction to discrete and continuous time Markov chains. Applications to queueing theory, inventory models, branching processes. - M. Brown
Prerequisites: STAT W3105, W4105, or the equivalent. General Education Requirement: Quantitative and Deductive Reasoning (QUA).
3 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: STAT W4606
STAT
4606
70094
001
TuTh 6:10p - 7:25p
517 HAMILTON HALL
M. Hogan 51 / 80 [ More Info ]
Autumn 2014 :: STAT W4606
STAT
4606
60897
001
TuTh 6:10p - 7:25p
TBA
Instructor To Be Announced 49 / 75 [ More Info ]

STAT W 4635y Stochastic Processes for Finance

This course covers theory of stochastic processes applied to finance. It covers concepts of Martingales, Markov chain models, Brownian motion. Stochastic Integration, Ito's formula as a theoretical foundation of processes used in financial modeling. It also introduces basic discrete and continuous time models of asset price evolutions in the context of the following problems in finance: portfolio optimization, option pricing, spot rate interest modeling.
Prerequisites: STAT W3105, W4105, or equivalent.
3 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: STAT W4635
STAT
4635
72234
001
TuTh 2:40p - 3:55p
310 FAYERWEATHER
M. Hogan 36 / 80 [ More Info ]

Actuarial Science Courses

ACTU K 4821x and y Actuarial Methods

This course covers the non-stochastic process portions of the MLC/3L exam, and is about pricing and reserving of life insurance. Topics include actuarial present value, the equivalence principle, premiums, three methods of calculating reserves, joint life and multiple hazard.
Prerequisites: STAT W4105, STAT W4840
3 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: ACTU K4821
ACTU
4821
12527
001
W 10:10a - 12:50p
555 ALFRED LERNER HALL
B. Rabinowitz 87 / 100 [ More Info ]
Autumn 2014 :: ACTU K4821
ACTU
4821
23832
001
TBA B. Rabinowitz 20 / 80 [ More Info ]

ACTU K 4823x and y Actuarial Models

This course covers portions of the C/4 exam not covered elsewhere in the curriculum. Topics may include Bayesian statistics, credibility, and risk measures.
Prerequisites: STAT W4840, STAT W4107
3 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: ACTU K4823
ACTU
4823
64989
001
Th 1:00p - 3:30p
REN KRAFT CENTER
B. Rabinowitz 69 / 100 [ More Info ]
Autumn 2014 :: ACTU K4823
ACTU
4823
74868
001
TBA B. Rabinowitz 27 / 80 [ More Info ]

There are currently no cross-listed courses for your department.