Videos

MSRI-UP 2011: Mathematical Finance, presentation 2

July 22, 2011
Keywords:
  • mathematical finance
  • statistical correlation
  • statistical inference
  • regression analysis
  • ARMA model
MSC:
  • 91B28
  • 91B24
  • 91B82
  • 91B68
  • 91Bxx
  • 91-xx
Abstract
The MSRI-UP summer program is designed for undergraduate students who have completed two years of university-level mathematics courses and would like to conduct research in the mathematical sciences.