Quantitative Methods for Finance

English
GRA 6515
6 Credits

Introduction

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

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

Disclaimer

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.