Master of Statistics - Financial Statistics Concentration
In addition to the core courses, the following courses are required:
- ECG 528: Asset Pricing
- MA 547: Financial Mathematics
- One of:
- ST 730: Applied Time Series Analysis
- ST 782: Time Series: Time Domain
- ST/ECG 751: Econometrics
- ECG/MA 766: Computational Methods in Economics and Finance
- One of:
- ST 715: Theory of Sampling
- ST 744: Categorical Data Analysis
- ST 740: Bayesian Inference and Analysis
9 hours of statistics electives. Suggested electives are:
- ST 711: Design of Experiments
- ST 715: Theory of Sampling
- ST 730: Applied Time Series Analysis
- ST 731: Applied Multivariate Statistical Analysis
- ST 732: Applied Longitudinal Analysis
- ST 744: Categorical Data Analysis
- ST 745: Analysis of Survival Data
- ST 746: Introduction to Stochastic Processes
- ST 782/783: Time Series
- ECG/ST 752: Time Series Econometrics
Fall Year 1
- ST 521 + lab
- ST 512 + lab
- Elective
Spring Year 1
- ST 522 + lab
- ST 552 + lab
- Elective
Before third semester: Take Basic Exam in August
Fall Year 2
- ECG 528
- ECG/ST 751 or ST 730
- Elective
- ST 641
Master's Final Oral Exam
