FINC 6604 - Applied Quantitative Finance

This course covers foundational statistics, calculus, probability theory, and introductory econometrics. Topics may include, but are not limited to: derivatives & partial derivatives and their relationship with portfolio theory and financial econometrics; linear algebra, vectors, and matrices; continuous random variables, their probability distributions, and density functions; linear combination of random variables, expected value, covariance, and variance; maximum likelihood estimation; confidence interval estimation and hypothesis testing on the normal mean using the p-value method; simple and multiple regression models; optimization problems in portfolio theory. 3 credits.