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QUANTITATIVE FINANCIAL ANALYSIS : STATISTICS

2017-2018

IESEG School of Management ( IÉSEG )

Code Cours :

1718-IÉSEG-MBK1S1-FIN-MBKCE15UE

FINANCE


Niveau Année de formation Période Langue d'enseignement 
MSc in Investment Banking and Capital Markets1S1English
Professeur(s) responsable(s)A.GIRARD
Intervenant(s)Alexandre Girard, PhD


Pré requis

The course requires a basic knowledge of descriptive statistics and proficiency in excel

Objectifs du cours

At the end of the course, the student should be able to :
- Understand the importance of selecting a good sample
- Perform data and sample analysis
- Conduct hypotheses testing and determine their economic significance (AACSB Learning Goal)
- Design appropriate hypotheses tests (AACSB Learning Goal)
- Understand the limits of statistical tests (AACSB Learning Goal)
- Perform simple linear regressions

Contenu du cours

The first part of this course introduces the basics of econometrics and discusses the issue of sampling. In particular, it reviews how to generate a sample that reflects the characteristics of a population. The second part of this course deals with hypotheses testing. It answers the following questions: (a) how to formulate hypotheses? (b) How to perform a test ? (c) Which conclusion can be drawn from test results? The third part allow students to get familiar with ordinary least squares regressions and their basic hypotheses.
In addition, as computing remains essential in Econometrics, tutorial sessions will be organized to implement the techniques introduced during lectures


Modalités d'enseignement

Organisation du cours

TypeNombre d'heuresRemarques
Face to face
lecture24,00  
Independent work
Reference manual 's readings10,00  
Independent study
Estimated personal workload41,00  
Charge de travail globale de l'étudiant75,00  

Méthodes pédagogiques

  • Tutorial
  • Interactive class


Évaluation

The assessment is based on an exam made of two parts: questions regarding the content of the course and exercises in line with the tutorials

Type de ContrôleDuréeNombrePondération
Final Exam
Written exam2,001100,00
TOTAL     100,00

Bibliographie

  • Quantitative Investment Analysis, 2nd edition, by Defusco, McLeavey, Pinto and Runkle -




 
* Informations non contractuelles et pouvant être soumises à modification
 
 
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