Description
Instructor(s)/Supervisor(s)/Coordinator(s): Chi Man LEUNGThis course covers statistical and computational methods that are essential in financial data analysis, financial modeling, portfolio management and derivatives pricing. These tools are commonly used in quantitative financial models. Topics include: parametric models and parameter estimation, model fitting, multivariate analysis, linear regression, principal component analysis, bootstrapping method, Monto Carlo simulation methods and lattice tree algorithms. The students learn how to execute the tasks using computer software such as RStudio and Matlab.