Lezione n. 1: How the Finance Market has Changed
Use of Statistics in Financial Markets
Fundamental Concepts
Graphical Representation of Data
Measures of Central Tendency, Location and Dispersion
Discrete Random Distributions
Continuous Random Distributions
Use of Distributions in Finance
Normal Distribution
Lognormal Distribution
Black–Scholes–Merton Model
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Lezione n. 2: Samples and Sampling Methods
Sampling QFFM
Distribution of the Sample Mean
Point and Interval Estimates of the Population Mean
Hypothesis Testing and its Use in Finance
Hypothesis Tests Concerning the Mean
Hypothesis Tests Concerning Variance
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Lezione n. 3: Correlation Analysis and Regression Models
Correlation Analysis
Linear Regression
Multiple Linear Regression
Using Dummy Variables in Regressions
Building Regression Analysis Models
Testing for Significance in Regression Models
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Lezione n. 4: Time-Series
Time-Series Analysis
Autoregressive (AR) Time-Series Models
Random Walks and Unit Roots
Moving-Average Time-Series Models
Portfolio Concepts
Mean–Variance Analysis
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Lezione n. 5: Linear Programming
Linear Programming
Formulation of a Linear Program
Graphical Approach to Solving a Linear Program
Simplex Methods: Solving Linear Program Problems
Linear Programming: Some Application to Business
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