### Current MSCS Graduate Courses ( Spring 2017, Fall 2017, Spring 2018 )

### Spring 2017

STAT 522
Multivariate Statistical Analysis
(Jie Yang)

- PREREQUISITES:
- STAT 521
- DESCRIPTION:
- Multivariate normal distribution, estimation of mean vector and covariance matrix, T-square statistic, discriminant analysis, general linear hypothesis, principal components, canonical correlations, factor analysis

STAT 536
Optimal Design Theory II
(S. Hedayat)

- PREREQUISITES:
- Stat 535 or consent of instructor.
- DESCRIPTION:
- Construction of optimal designs; BIB, Latin square and generalizedYouden, repeated measurements, treatment-control studies; construction of factorial designs including orthogonal arrays.

STAT 591
Advanced Topics in Statistics, Probability, and Operations Research: Stochastic Calculus
(Ouyang)

- PREREQUISITES:
- Approval of the department
- DESCRIPTION:
- Stochastic calculus and applications to Math finance: Part 1 - The theory: Brownian motion, Continues time martingales, Markov properties of Brownian motion, Construction of Brownian motion, Stochastic integrals, It\^{o}'s formula, Applications of It\^{o}'s formula, The Girsanov theorem. Part 2 - Applications to math finance: Black-Scholes formula, local volatility models and the fundamental theorem of finance

### Fall 2017

Courses for this term have not been posted yet.

### Spring 2018

Courses for this term have not been posted yet.