OUR ACADEMIC DEPARTEMENTS |
Lesson details
MFI - QUANTITATIVE METHODS | |||
2023-2024 | EnIESEG School of Management
(
IÉSEG
)
| ||
Class code : | 2324-IÉSEG-PGP1S1-QMS-PGPCE01UE | QUANTITATIVE METHODS |
Level | Year | Period | Language of instruction |
---|---|---|---|
Post-Graduate Program | 1 | S1 | EnEnglish |
Academic responsibility | J.SIANI |
---|---|
Lecturer(s) | Joseph Siani |
- This class exists in these courses :
- IÉSEG > MSc in Finance > Semester 1 > 2,00 ECTS
Prerequisites
No special preprequisites apply.
Learning outcomes
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.
Course description
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.
Class type
Class structure
Type of course | Numbers of hours | Comments | |
---|---|---|---|
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 | ||
Total student workload | 50,00 |
Teaching methods
- E-learning
- Interactive class
- Project work
Assessment
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 of control | Duration | Number | Percentage break-down |
---|---|---|---|
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 |
Recommended reading
- Richard A. DeFusco, CFA, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle, CFA. Quantitative Investment Analysis (2011). John Wiley & Sons, 2nd edition. 600p. -
Internet resources
* This information is non-binding and can be subject to change