5501: Stochastic Models and Statistics
Summer T.Yoshida
This course is an introduction to elementary probability theory and statistics for undergraduate students.
Tags: course, Courses, Faculty of Economic, Models, probability, Stochastic, Stochastic Models and Statistics, The University of Tokyo
5502: Seminar on Stochastic Models and Statistics Summer T.Yoshida Topics in stochastic models and statistics will be treated.
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.
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
ECON6034 Competition, Regulation and Business Strategy General Information Most governments in developed and developing economies attempt to maintain competition environment in the market place or to use regulatory measures to achieve economic efficiency. This course studies the economics of competition and regulations, through the application of competition law on business, the regulation of natural monopolies, the practices of competition law and regulatory institutions. The topics covered help to understand why some business practices affect the competition; how governments regulate the market safeguarding the competition and efficiency; and how business strategies should be formulated in the regulated environment. ECON6037 Economic Forecasting General
Faculty of Economic at The University of Tokyo 4092: Financial Economics II Winter Kobayashi This course develops continuous-time models in finance, mainly pertaining to optimal portfolio choice and asset pricing. The structure of the course is as follows: 1. Brownian Motion and Ito Calculus 2. Optimal Consumption and Investment 3. Consumption- and Intertemporal Capital Asset Pricing Model 4. No-arbitrage and Martingale 5. Equity Options 6. Term Structure Models 7. Jump Process and Applications