Steeped in Booth’s rich tradition of evidence-based thinking, our econometrics and statistics curriculum gives you the quantitative tools you need to test and refine your ideas.
You’ll learn advanced regression tools, study financial applications such as volatility modeling and value-at-risk calculations, and leverage big data to learn about behavior.
You’ll also examine the real-world application of finance theory to answer key questions: What is the default rate on a security? How should you update your portfolio when volatility or correlations are changing over time? How do you measure and forecast transaction costs? Our classes emphasize the use of statistics as an invaluable tool in understanding the real world and making better decisions.