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

2008 contribution for post-2008 Commonwealth-supported students: $907.50
Note: Students who commenced prior to 1 January 2008 should consult the Student contribution charges for Commonwealth supported students
Not all students are eligible for Commonwealth Supported places.

2008 amount for undergraduate domestic fee-paying students: $2,490.00

Note: Fees for Postgraduate domestic fee-paying students and international students are charged according to the course they are enrolled in. Students should refer to the Annual Fees Schedule.

Subject EFTSL: 0.125

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.