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Statistical Modelling Syllabus PDF

10 Pages·2020·English
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by ['Oliver Lockwood']| 2020| 10 pages| English

About Statistical Modelling Syllabus

This document is a syllabus for the course RMSC 4003 Statistical Modeling in Financial Markets. It outlines the instructor and teaching assistant's contact information, prerequisites, reference books, course outline, learning outcomes, assessment scheme, grading descriptors, tutorial sessions, and academic honesty policy. The course covers portfolio theory, asset pricing models like CAPM and APT, and stochastic calculus applications including Black-Scholes option pricing. Students will be assessed through assignments, a midterm exam, and a final exam.

Detailed Information

Author:['Oliver Lockwood']
Publication Year:2020
Pages:10
Language:English
Format:PDF
Price:FREE
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