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.
Part I: Review Topics
- Probability theory
- Descriptive statistics
- Sampling and estimation
- Hypothesis testing
Part II: Regression analysis
- Simple linear regression
- Multivariate regression
- Issues in regression analysis
Part III: Modelling uncertainty with R
- Modelling uncertainty in financial markets
- Monte Carlo simulations
This is an excerpt from the complete course description for the course. If you are an active student at BI, you can find the complete course descriptions with information on eg. learning goals, learning process, curriculum and exam at portal.bi.no. We reserve the right to make changes to this description.