Excerpt from course description

Quantitative Methods for Finance


This course lays a foundation for the understanding of quantitative methods most commonly used in finance worldwide. These include statistics, probability theory, hypothesis testing, regression analysis, and simulation methods. This course also introduces R programming, an essential programming language that will be used in the rest of the program.

Course content

Part I: Review Topics

  1. Probability theory
  2. Descriptive statistics
  3. Sampling and estimation
  4. Hypothesis testing

Part II: Regression analysis

  1. Simple linear regression
  2. Multivariate regression
  3. Issues in regression analysis

Part III: Modelling uncertainty with R

  1. Modelling uncertainty in financial markets
  2. Monte Carlo simulations


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