__ FIN4814 Quantitative Method for Financial Decisions
Prerequisite
Course Description
The course objective is to acquaint students with modern quantitative techniques such as probability, statistics, linear programming and other mathematical models which may be applied to making financial decisions. Topics include the probability theory, Bayes’ theorem, random variables, utility and choices under uncertainty, mathematical programming and decision theory. In particular, emphasis will be placed on the concerned topics as applied to theories of investment decision, costs of capital and capital valuations and working capital management.
Class Material
Chapter 1 - Time Value of Money
Chapter 2 - Discounted Cash Flow Applications
Chapter 3 - Statistical Concepts
Chapter 4 - Probability Concept
Chapter 5 - Common Probability Distribution
Chapter 6 - Sampling and Estimation
Chapter 7 - Hypothesis Testing
Chapter 8 - Correlation and Regression
Chapter 9 - Multiple Linear Regression
Chapter 10 - Time Series Analysis
Chapter - Numerical Method in Finance
Chapter - Interest Rate Theory