Statistical Methods in Finance

3.9.2026 - 13.10.2026

5 op

Paikan päälläVerkossa

Check possible prerequisites
Basic concepts of random variables; financial variables; asset returns; volatility of asset returns; stationarity of data; white noise; formulas for expectations and variances; regression of asset returns; correlations; descriptive statistics; normality test; unit root tests; t-tests etc.

Random walk hypothesis; conditional expectation; efficient markets and the Martingale model; random walk models for asset prices.

Portfolio theory; portfolios for two assets; portfolio mean and variance; portfolio for N assets; portfolio diversifications; efficient portfolios.

Asset pricing models; Market model; CAPM

Volatility models; ARCH model; GARCH models.

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LASK2055

During the lectures students will gain essential technical knowledge in financial statistics. They will also learn how to employ different statistical tools within their academic and professional career.

By the end of this course students should be able to:
• Acquire sufficient skills to analyze the dependency among financial variables.
• Develop critical and analytical thinking.
• Solve problems using statistical models.
• Conduct statistical analyses of financial data.

The course also helps the students in developing students’ generic skills such as communication, team work and data analytics skills.

• The purpose of the lectures is to introduce widely used statistical methods in the fields of Finance and Economics.
• Students are strongly recommended to develop their skills through team works.
• Students should try to solve the problems during the lectures.
• Students are also advised to get prepared for the lectures so that they understand the topics properly. This preparation will help them participate actively during the lectures.
• There will be a closed book exam after the course ends.

RIGHT TO PARTICIPATE

Students from Accounting and Finance can attend. However, if places are available (Max. 80), students from Economics and Business Law and Exchange students can also join.

Järjestäjä

Vaasan yliopisto

Yhteystiedot

avoinyo@uwasa.fi

029 449 8004

Kuuluu teemoihin:

Muutoksenhallinta ja analytiikka

Tiedot ja toiminnallisuudet