University of Technology, Sydney

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35364 Statistics for Quantitative Finance

6cp
There are course requisites for this subject. See access conditions.

Description

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 session, City campus


Detailed subject description.

Fee information

Information to assist with determining the applicable fee type can be found at Understanding fees.

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.