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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: | |
Price: | FREE |
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