Financial statistics
The course provides extended and in-depth knowledge of the probability theoretical and statistical concepts and methods used in economic theory, especially those used in financial statistics. The concepts that are treated in more detail are: probability theory, probability distributions, inference with decision theory, regression models, models for time series and forecasts, volatility, options and data management with statistical software.
The course is given at day time, full time.
Course description spring 2026 pdf, 205 kB.
Course coordinator spring 2026
Teaching Format
The teaching forms consist of lectures and exercises.
Assessment
Examination will be in the form of written and oral examination.
Examiner
The schedule will be available no later than one month before the start of the course.
We do not recommend print-outs as changes can occur. At the start of the course,
your department will advise where you can find your schedule during the course.
Note that the course literature can be changed up to two months before the start of the course.
Course reports are displayed for the three most recent course instances.
