35364 Statistics for Quantitative Finance6cp
There are course requisites for this subject. See access conditions.
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.
Autumn session, City campus
Detailed subject description.
Information to assist with determining the applicable fee type can be found at Understanding fees.
- Commonwealth-supported students: view subject fees at Fees Search: Commonwealth-supported
- Postgraduate domestic fee-paying students: fees are charged according to the course enrolled in; refer to Domestic Fees Search: Postgraduate and Research
- International students: fees are charged according to the course enrolled in; refer to International Fees Search
- Subject EFTSL: 0.125