Part I. Basic Statistical Methods and Financial Applications 1. Linear Regression Models 2. Multivariate Analysis and Likelihood Inference 3. Basic Investment Models and Their Statistical Analysis 4. Parametric Models and Bayesian Methods 5. Time Series Modeling and Forecasting 6. Dynamic Models of Asser Returns and Their Volatilities
Part II. Advanced Topics in Quantitative Finanace 7. Nonparametric Regression and Substantive-Empirical Modeling 8. Option Pricing and Market Data 9. Advanced Multivariate and Time Series Methods in Financial Economiterics 10. Interest Rate Markets 11. Statistical Trading Strategies 12. Statistical Methods in Risk Management