Quantitative Methods in Finance Graduate Certificate

Stanford School of Humanities and Sciences

  • Graduate Certificate
  • Fee:
    Fee may apply

Quantitative Methods in Finance Graduate Certificate

Overview

As of March 1st, 2019 this certificate is no longer available, but is still recognized by Stanford University. Students who earned this certificate completed three courses from the five listed to the right.

If you participated in the program and would like to access your records of completion, please contact Student & Client Services at scpd-information@stanford.edu.

Overview

Statistical methods and models for forecasting future market movements and default probabilities of loans and forward contracts, together with economic theories and quantitative methods for investments, have empowered investors and other professionals to cope with complex investment decisions and to manage market, credit and operational risks.

This certificate program introduces mathematical and statistical models and methods in financial markets and shows how these methods can be combined with domain knowledge in finance for financial analysis and decision making.

Students in this certificate learned

  • To apply regression analysis to the Capital Asset Pricing Model and multifactor pricing models
  • To use analytic tools, such as time series modeling and forecasting, to tackle rapidly changing financial markets
  • To develop financial strategies based on algorithmic trading and statistical arbitrage

Prerequisites

  • A background in probability, regression modeling, matrix algebra, real data analysis and investment science.
  • Basic courses at the level of STATS 116 and STATS 200, and basic programming skills at the level of CS106.
  • A conferred Bachelor’s degree with an undergraduate GPA of 3.5 or better.

 

Student Spotlights

Sponsor

Stanford University Statistics Department