Advanced Statistical Methods in Finance
Training Provider: NATIONAL UNIVERSITY OF SINGAPORE
Course Reference: TGS-2021006765
S$1,620
Original: S$5,400
Save S$3,780
About This Course
In this module, students will learn to make use of statistical concepts and models to analyse financial data and make inferences about the data. This enables them to apply statistical methods to make predictions and manage risk. Major topics include value-at-risk, portfolio theory, copula, factor models, arbitrage pricing theory, time series models for the return and risk. Further topics include co-integration and pairs trade.
What You'll Learn
In this module, students will learn to make use of statistical concepts and models to analyse financial data and make inferences about the data. This enables them to apply statistical methods to make predictions and manage risk. Major topics include value-at-risk, portfolio theory, copula, factor models, arbitrage pricing theory, time series models for the return and risk. Further topics include co-integration and pairs trade.
Entry Requirements
B.Sc(Hons) in Statistics or related fields . For learners without honours degree, B.Sc in Statistics or related fields with working knowledge of Statistics is required.
Course Details
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Note: To apply for this course, visit the SkillsFuture website or contact the training provider directly.
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