Stat 240: Financial Data Analysis
This web page is a repository for handouts and
related material for Stat 240. This course
exposes students to statistical methods in finance
contexts, with an emphasis on handling real data.
This course is over. The class did quite well.
I've removed the data, but the problem sets might
still be of interest. -Art Owen, March 2000
This is a new and somewhat experimental course.
There is no syllabus. We will work with triples
consisting of a statistical method, a financial
motivation and a data set. Students can suggest
problems of interest to them.
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Here is a
PostScript Previewer
that may be of use, if the pdf viewer mangles the
equations.
Course Announcement:
ps ,
pdf
Vanguard Index 500
returns
Problem set 1
ps ,
pdf
Problem set 2
ps ,
pdf
Problem set 3
ps ,
pdf
Problem set 4 part 1
ps ,
pdf
Problem set 4 part 2
ps ,
pdf