Quantitative Methods in Finance ((3 Credits))

Catalog description

The purpose of this course is to expose students to modern data analysis with an emphasis on a specific domain of application: Finance. Students are expected to have an understanding of basic statistics, since concepts such as random variables, expectation, correlation, and statistical inference (estimation, hypothesis testing, and confidence intervals) are fundamental to the analyses addressed in the course. It is also expected that students have a basic understanding of linear algebra. The course relies on real financial data, and uses spreadsheets and statistical softwares to cover a range of topics from exploratory data analysis techniques, simulations, to regression analysis methods, with a strong emphasis on their application. Course Materials Fee: Graduate Studies is pleased to be able to provide access to the Thomson Reuters Eikon online database, a required resource of this course, for a fee which will be charged at the time of registration. This fee is pending approval and subject to change.