Seminar on Stochastic Models and Statistics Course at The University of Tokyo

5502: Seminar on Stochastic Models and Statistics
Summer T.Yoshida
Topics in stochastic models and statistics will be treated.

Tags: , , , , , , ,

Leave a Reply

Stochastic Models and Statistics Course at The University of Tokyo

5501: Stochastic Models and Statistics Summer T.Yoshida This course is an introduction to elementary probability theory and statistics for undergraduate students.

Mathematical Statistics Course at The University of Tokyo

Faculty of Economic at The University of Tokyo 2105: Mathematical Statistics Summer Kubokawa Mathematical Statistics is the study of how to deal with data by means of probability models. This lecture treats the introductory and basic contents of mathematical statistics, including probability models, statistical estimation, testing hypotheses, confidence sets and linear regression models.

Reading Seminars at University of Tsukuba

Graduate School of Business Sciences at University of Tsukuba Reading Seminars Reading Seminar in Consumer Behavior I - III Reading Seminar on Marketing Science I - III Reading Seminar in Strategic Management I - III Reading Seminar in Organization Revolutions I - III Reading Seminar in Corporate Finance I - III Reading Seminar in Financial Engineering I - III Reading Seminar in Cost Management I - III Reading Seminar in Stochastic Process I - III Reading Seminar in Mathematical Programming I - III Reading Seminar in Logistics and Network I - III Reading Seminar in Object Systems I - III Reading Seminar

Economic Statistics Course at The University of Tokyo

Faculty of Economic at The University of Tokyo 4152: Economic Statistics Winter Utsunomiya This course lectures theory, practice and usage of economic statistics like the SNA and price indices in relation to Japanese macroeconomy. 1 Issues on economic statistics 2 SNA and related statistics 3 Business cycle and statistics 4 Price index theory 5 Monetary statistics

Applied Statistics Course at The University of Tokyo

Faculty of Economic at The University of Tokyo 4051: Applied Statistics Summer Omori This course introduces a statistical simulation method, "Markov chain Monte Carlo," using Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference (2nd edition) written by Gamerman and Lopes (2006) . We begin with an introduction of Bayesian statistical analysis and a matrix computer language such as Ox for the calculation of simulations.

Statistics Course at The University of Tokyo

1104: Statistics Winter Kunitomo This course is an introductory course in statistics for students who are going to study Economnics, Management Sciences and Finance. We shall discuss two aspects of statistics, that is, the descriptive statistics and the theoretical statistics at the introductory level. In the first part major economic data and governmental statistics in Japan, and their use are discussed. In the second part the introductory probability and mathmatical methods are discussed. We shall try to illustrate real lif examples in economics, management sciences and finance.

Monetary Policy and Macroeconomics Course at The University of Tokyo

Faculty of Economic at The University of Tokyo 4098: Monetary Policy and Macroeconomics Winter T.Itoh, Ueda & T.Kano This course reviews empirical methods of identifying effects of monetary policy on macroeconomic variables and discusses their difficulties. The course then introduces recently-developed dynamic stochastic models that are able to explain empirical facts of monetary policy effects. The course is organized mainly for master students.

Introduction to Stochastic Calculus for Finance Course at The University of Tokyo

Faculty of Economic at The University of Tokyo 5055: Introduction to Stochastic Calculus for Finance Summer D.Nakazato The lecture launches from the Black-Scholes non-arbitrage valuation theory base, then penetrates through the core of the Heath-Jarrow-Morton interest rate term structure model. It is destined for the hazard rate process for the credit portfolio evaluation where an art of financial engineering entangle with sophistication of actuarial mathematics. Current and hot topics on derivatives evaluation will be covered from theoretical perspectives aiming at practical solutions.

Financial Economics I Course at The University of Tokyo

Faculty of Economic at The University of Tokyo 4091: Financial Economics I Summer Kobayashi and Garleanu This course is an introductory course in theoretical financial economics, with an emphasis on the basic theories of asset pricing. We begin by dealing with individual choices under uncertainty and two-period consumption-portfolio problems. We then move on to equilibrium pricing theories, including implications of no arbitrage and stochastic discount factor, risk sharing, aggregation, and consumption-based pricing in complete markets, mean-variance efficiency and the Capital Asset Pricing Model, and the Arbitrage Pricing Theory. We also explore the relation between these various pricing theories. We will then explore models

Introductory econometrics Course at University of Hong Kong

ECON0701 Introductory econometrics Semester : 1 & 2 For Student of Year : 2 Econometrics is the branch of economics that formulates statistical methodology for use in analyzing economic data. Consequently, the objective of this course is to prepare students for basic empirical work in economics. In particular, topics will include multiple regression analysis, statistical inference and hypothesis testing, functional form specification, time series models, and limited dependent variable models. Students will have the opportunity to use actual economic data to test economic theories. Extra Information Pre-requisite: ECON1003 Analysis of economic data or STAT0301 Elementary statistical methods or STAT0302 Business statistics

Advanced Option Pricing Model Course of MFin at University of Hong Kong

MFIN7017 Advanced Option Pricing Model 6-7 Tse, Raymond General Information This course brings together the practical and theoretical knowledge taught in the other derivatives and risk management courses in the MFIN program to introduce some of the state-of-the-art option pricing models. The course dwells on the original insights of various authors for exotic option pricing and option pricing models with volatility smiles. In addition to the plain-vanilla European option model, the course discusses the continuous and discrete barrier, lookback, Asian, American, excursion option pricing models. It also discusses the jumps and stochastic volatility option pricing models, including the latest option pricing models

Econometrics Course at The University of Tokyo

Faculty of Economic at The University of Tokyo 2102: Econometrics Winter Ichimura & Y.Arai Econometrics provide statistical tools to empirically investigate economic issues. After reviewing basic probability models and statistical methods, economic issues that cannot be analyzed by the basic probability models and statistical methods are discussed and the models are extended to cover these cases. Microeconometrics will be lectured by Ichimura and Macroeconometrics will be lectured by Arai.

Econometrics Course at The University of Tokyo

Faculty of Economic at The University of Tokyo 2102: Econometrics Winter Ichimura & Y.Arai Econometrics provide statistical tools to empirically investigate economic issues. After reviewing basic probability models and statistical methods, economic issues that cannot be analyzed by the basic probability models and statistical methods are discussed and the models are extended to cover these cases. Microeconometrics will be lectured by Ichimura and Macroeconometrics will be lectured by Arai.

PhD in Operations Management/Statistics at School of Business and Management (HKUST)

Hong Kong University of Science and Technology (HKUST) Operations Management is a division of the Department of Information Systems, Business Statistics and Operations Management. The department was ranked 12th worldwide by INFORMS in research productivity based on publications in Information Systems and Operations Management journals. The division includes two research areas: Operations Management and Statistics. The PhD program in Operations Management emphasizes model-based methodology and practice-motivated research. The program trains students to use quantitative tools and analytical frameworks from operations research, economics, and other disciplines to study managerial problems in business processes, such as supply chains, manufacturing, and service systems. Faculty members in

Theory of Corporate Finance Course at The University of Tokyo

Faculty of Economic at The University of Tokyo 4097: Theory of Corporate Finance Summer T.Arai This seminar course will review recent well-cited papers in the fields of corporate finance and corporate governance.