FINA 7360 Quantitative Finance

The purpose of this course is to provide a comprehensive background in statistics and  econometrics topics required for learning quantitative finance. The mathematical and statistical  topics include linear algebra, probability theory, business applications of discrete and continuous probability distributions, and statistical inference. Econometrics topics include OLS, GLS, and  intermediate regression analysis. Statistical software and spreadsheet are used to conduct  analyses throughout the course.

Credits

3

Prerequisite

FINA 6305