Quantitative Methods

  • fundamentals of statistical inference and estimation.
  • the time-series analysis of financial data.
  • Maximum-Likelihood Estimation of dynamic volatility models for market risk.
  • Stochastic structural model of commodity prices
  • Reduced form ARMA modelling
  • Box-Jenkins procedure.


Professors: Prof. Michele Pellizzari, Univesity of Geneva & Dr Jacopo Piana,QA Analytics

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