Financial Statistics

M.S. Program Overview: Financial Statistics Track

Background & Objectives：

　　The Financial Statistics Program was established to serve the demand of statistical analysts in financial investment, risk management, and the banking industry. This program was designed to train interdisciplinary individuals in both Statistics and Finance.

Applied Courses：

Investment

Financial/Risk Management

Marketing

International Finance

Core Courses：

Mathematical Statistics

Linear Models

Time Series Analysis

Multivariate Analysis

Applied Probability Models

Sampling Theory

Financial Engineering

Financial Models

Econometrics

Micro-Economics

Macro-Economics

Financial Theory　

Financial Statistics－Course Content

Courses for Financial Statistics

Revised on April 27, 2010

Course Type		Fall Semester	Spring Semester	Credits
Required Courses		Mathematical Statistics Linear Models Seminar Practicing Statistics	Practicing Statistics Seminar	11
Courses for Financial Statistics	Institute Requirements	Time Series Analysis		9
	Required Courses from other Departments	Econometrics (Choose one of two: Investment; Financial/Risk Management)
	Institute Electives	Sampling Theory、Applied Probability Models Statistical Computing、Applied Multivariate Analysis Discrete Data Analysis、Special Topics in Financial Statistics		≧12
	Other Electives	Macroeconomics、Financial Theory Microeconomics、Financial Engineering International Finance、Interest Rate Models Marketing