Course Description
This course introduces the basic tools with the aid of data for decision making in finance. It covers introductory probability, decision analysis, basic statistics, regression, simulation, linear and nonlinear optimization, and discrete optimization. Computer Programming exercises, cases, and examples, deliver in SAS® (by the SAS Institute Inc.) are drawn from asset pricing, market microstructure, derivatives, and other functions.
Intended Learning Outcomes
CILO-1: Exhibit knowledge in statistics and basic econometrics.
CILO-2: Demonstrate understanding of various econometric models.
CILO-3: Apply econometric models to solve decision making problems in Finance.
CILO-4: Implement econometric analysis with the aid of computer programming.