Quantitative Methods for Finance

Introduksjon

Quantitative methods plays an important role both for learning finance and for finance in practice. This course lays the foundations for the understanding of quantitative methods most commonly used in finance worldwide. Applying quantitative methods relies on software. In this course, you will use R programming as a tool to apply quantitative methods. R is a programming language that will be used in the rest of the Master program.

Kursets innhold

Part I: Mathematics

• Calculus
• Linear algebra
• Optimization

Part II: Fundamentals of statistics

• Probability theory
• Descriptive statistics
• Sampling and estimation
• Hypothesis testing

Part III: Regression analysis

• Linear regression
• Issues in regression analysis

Forbehold

Dette er et utdrag fra den komplette kursbeskrivelsen for kurset. Dersom du er aktiv student på BI, kan du finne de komplette kursbeskrivelsene med informasjon om bl.a. læringsmål, læreprosess, pensum og eksamen på portal.bi.no. Vi tar forbehold om endringer i denne beskrivelsen.