Actualités et agenda
Nos formations
Établissement
Langue d'enseignement
English
Matières
QUANTITATIVE METHODS
Responsable(s)
J.SIANI
Intervenant(s)
J.SIANI
Présentation
Prérequis
No special preprequisites apply.
Objectifs
- Solve professional dilemmas using concepts of CSR and ethics
- Breakdown complex organizational problems using the appropriate methodology
- Construct expert knowledge from cutting-edge information
- Make effectual organizational decisions
- Breakdown complex organizational problems using the appropriate methodology
- Construct expert knowledge from cutting-edge information
- Make effectual organizational decisions
Présentation
Topic 1. Probability concepts (unconditional and conditional probabilities, Bayes' formula)
Topic 2. Probability distributions and descriptive statistics (mean, standard deviation, skewness, kurtosis).
Topic 3. Application of probability distributions: simulation analysis (Monte Carlo simulation).
Topic 4. Sampling and estimation.
Topic 5. Hypothesis testing.
Topic 2. Probability distributions and descriptive statistics (mean, standard deviation, skewness, kurtosis).
Topic 3. Application of probability distributions: simulation analysis (Monte Carlo simulation).
Topic 4. Sampling and estimation.
Topic 5. Hypothesis testing.
Modalités
Organisation
| Type | Amount of time | Comment | |
|---|---|---|---|
| Présentiel | |||
| Cours interactif | 16,00 | ||
| Autoformation | |||
| Lecture du manuel de référence | 10,00 | ||
| Travail personnel | |||
| Group Project | 8,00 | ||
| Individual Project | 8,00 | ||
| Charge de travail personnel indicative | 8,00 | ||
| Overall student workload | 50,00 | ||
Évaluation
The course assessment is based on five equally-weighted home assignments (individual and group projects) and a final exam accounting for 40% of the final grade.
| Control type | Duration | Amount | Weighting |
|---|---|---|---|
| Examen (final) | |||
| Examen écrit | 2,00 | 1 | 40,00 |
| Autres | |||
| Projet Collectif | 0,00 | 1 | 40,00 |
| Rapport écrit | 0,00 | 2 | 20,00 |
| TOTAL | 100,00 | ||
Ressources
Bibliographie
Richard A. DeFusco, CFA, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle, CFA. Quantitative Investment Analysis (2011). John Wiley & Sons, 2nd edition. 600p. -