Statistics: statistical inference and hypothesis tests time series tests and econometric analysis regression methods Probability: review of laws probability common distributions of financial mathematics CLT, LLN, characteristic functions, asymptotics. To do so, click the link above, then click "Enroll." Show more *Please note that you will need to enroll in order to access the Prerequisite and Resources site. Learners are urged to thoroughly review the 15.455x Prerequisites and Resources site* which details these prerequisites and provides a robust suite of resources to prepare you for this advanced math course, including a readiness assessment to help you confirm that you have a solid understanding of the 15.455x prerequisite material, and to indicate directions of study in case you need to build on your current foundations prior to starting the course.
There are a number of prerequisites for this course: Calculus (multivariable), probability and statistics, linear algebra, and basic programming skills. Time-series models: random walks, ARMA, and GARCH.In this way, interactive and visual learning is motivated, which in addition to transmitting mathematical concepts, establishes the bases to develop computational skills. The concepts are supported with the help of packages such as R / Python or Matlab. Different types of functions are analyzed, such as linear, polynomial and exponential functions, providing specific examples to the areas of finance and business. The course starts from the concept of function, that is the basis of mathematical modeling and allows identifying the relationship between a group of variables of interest.
The course uses programming and simulation tools to convey the main concepts. Additionally, it will help you understand how certain algorithms are solved to analyze large amounts of data, make forecasts and describe trends.
For example, it analyzes how the performance of an asset or distributing a product is modeled, how an optimization process is done in a portfolio or how aversion to risk can be described to an investor. This course will allow you to use mathematical equations to describe and analyze certain problems that appear in the areas of business and finance.
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