5502: Seminar on Stochastic Models and Statistics
Summer T.Yoshida
Topics in stochastic models and statistics will be treated.
Tags: course, Courses, Faculty of Economic, Models, Seminar on Stochastic Models and Statistics, Summer T.Yoshida, The University of Tokyo, university
Category : The University of Tokyo
Leave a Reply
5501: Stochastic Models and Statistics
Summer T.Yoshida
This course is an introduction to elementary probability theory and statistics for undergraduate students.
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.
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
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
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.
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.
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.
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.
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
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
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
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.
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.
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
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.