FORMATIONS |
Fiche détaillée d'un cours
MFI - QUANTITATIVE METHODS | |||
2023-2024 | FrIESEG School of Management
(
IÉSEG
)
| ||
Code Cours : | 2324-IÉSEG-PGP1S1-QMS-PGPCE01UE | QUANTITATIVE METHODS |
Niveau | Année de formation | Période | Langue d'enseignement |
---|---|---|---|
Post-Graduate Program | 1 | S1 | FrEnglish |
Professeur(s) responsable(s) | J.SIANI |
---|---|
Intervenant(s) | Joseph Siani |
- Ce cours apparaît dans les formations suivantes :
- IÉSEG > MSc in Finance > Semester 1 > 2,00 ECTS
Pré requis
No special preprequisites apply.
Objectifs du cours
At the end of the course, the student should be able to :- define a random variable, an event, mutually exclusive and exhaustive events;
- distinguish between unconditional and conditional probabilities;
- master the probabilistic tools used in investment analysis (learning objective AACSB)
- define, calculate and interpret the main descriptive statistics (mean, standard deviation, skewness and kurtosis);
- describe and explain the main properties of common probability distributions (uniform, binomial, normal and lognormal distributions);
- calculate and interpret a confidence interval for a population mean;
- identify appropriate test statistics and interpret the results of hypothesis testing concerning population means and variances.
Contenu du cours
Topic 1. Probability concepts (unconditional and conditional probabilities, Bayes' formula)
Topic 2. Probability distributions and descriptive statistics (mean, standard deviation, skewness, kurtosis).
Topic 3. Application of probability distributions: simulation analysis (Monte Carlo simulation).
Topic 4. Sampling and estimation.
Topic 5. Hypothesis testing.
Modalités d'enseignement
Organisation du cours
Type | Nombre d'heures | Remarques | |
---|---|---|---|
Independent study | |||
Estimated personal workload | 8,00 | ||
Group Project | 8,00 | ||
Individual Project | 8,00 | ||
Independent work | |||
Reference manual 's readings | 10,00 | ||
Face to face | |||
Interactive class | 16,00 | ||
Charge de travail globale de l'étudiant | 50,00 |
Méthodes pédagogiques
- E-learning
- Interactive class
- Project work
Évaluation
The course assessment is based on five equally-weighted home assignments (individual and group projects) and a final exam accounting for 40% of the final grade.
Type de Contrôle | Durée | Nombre | Pondération |
---|---|---|---|
Others | |||
Group Project | 0,00 | 4 | 40,00 |
Final Exam | |||
Written exam | 2,00 | 1 | 50,00 |
Continuous assessment | |||
Participation | 16,00 | 1 | 10,00 |
TOTAL | 100,00 |
Bibliographie
- Richard A. DeFusco, CFA, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle, CFA. Quantitative Investment Analysis (2011). John Wiley & Sons, 2nd edition. 600p. -
Ressources internet
* Informations non contractuelles et pouvant être soumises à modification