FINC 000/5230 - Statistical and numerical methods (3 cr.)
Description
This course gives an introduction to numerical methods and statistics essential in a wide range of finance applications. The course consists of two main components: Numerical Methods and Statistics.
The topics covered in the numerical methods component include: Numerical differentiation, integration, interpolation and curve fitting (regression analysis). Solution of linear and non-linear algebraic equations. Matrix operations, and applications to solution of systems of linear equations. Introduction to numerical solution of ordinary and partial differential equations.
The topics covered in the statistical component include: Probability and distribution theory. Large sample theory including the Central Limit Theorem. Elements of statistical inference including estimation, confidence intervals and hypothesis testing. Introduction to regression analysis.
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