35364 Statistics for Quantitative Finance

6cp

This subject provides a foundation in probability and statistics, and introduces the basic concepts of stochastic processes and time series. Topics include: random variables, expectations, law of large numbers, central limit theorem, estimation of parameters, testing hypothesis, linear regression, Gaussian and Markov stochastic processes, and basic time series analysis.

Typical availability

Autumn semester, City campus
Spring semester, City campus

Fee information

2007 contribution for post-2004 Commonwealth-supported students: $889.75
2007 amount for undergraduate domestic fee-paying students: $2,220.00
Subject EFTSL: 0.125
Note: The above fees are applicable in 2007 for Commonwealth-supported students who commenced after 2004 and domestic fee-paying undergraduate students only. Pre-2005 Commonwealth-supported students should consult the Student contribution charges for Commonwealth supported students webpage.
Not all students are eligible for Commonwealth supported places, and not all subjects are available to Commonwealth supported students. Domestic fee-paying students and international students should refer to the Fees webpage.

Access conditions

Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at Access conditions and My Student Admin.