# Course brochure 4 stats by sraichauhan

VIEWS: 0 PAGES: 1

• pg 1
```									                       Statistician
And Mathematician

BRIEF COURSE CONTENT                                                     Detail Course Content
   Introduction to Statistical Inference
   Introduction to Statistical Inference        Simulation Methods for Option Pricing
   Linear Financial Models/Equity
Portfolio Management                       Linear Financial Models/Equity                    o   Random variable generation
   Financial Time Series Analysis              Portfolio Management.                             o   Variance reduction methods
o   Statistical analysis of simulation
   Simulation Methods for Option                   o   Simple and Multiple linear                    output & importance sampling
Pricing                                             regression                                o   Martingale control variables
   Statistical Arbitrage                           o   Model selection                           o   Stratification and the estimation of
o   Residual analysis                             derivatives
o   Diagnostics                               o   Use of low discrepancy
DURATION :- 4-6 Months                                                                                   sequences
o   Detection of multi-collinearity           o   Pricing American options
o   nonstandard conditions and                o   Scenario simulation for risk
transformations                               management
o   Principal components                      o   General principles of arbitrage
o   Factor analysis                               pricing theory
o   Statistical nature of the price
o   Volatility fluctuations in financial
   Financial Time Series Analysis.                       markets

   Statistical Arbitrage
o   Time series methodology
o   Data analytic aspects                     o   General principles of arbitrage
o   Time domain and the                           pricing theory
frequency domain approach                 o   Statistical nature of the price
o   Univariate ARIMA modelling                o   Volatility fluctuations in financial
o   Forecasting & Seasonality                     markets
o   Model identification &                    o   Market Neutral strategies
o   Statistical Techniques for pricing
diagnostics                                   inefficiencies
o   Time series modelling of                  o   Various statistical strategies
o   Volatility estimations                        mining, as well as strategies using
o   Unit root phenomenon                          the information from derivatives
Statistician                          o   GARCH and Stochastic                          markets)
o   How to search for arbitrage
and mathematician                         volatility modelling                          strategies (based on intra-day
o   Trend break analysis &                        patterns, long-term patterns, multi-
Nonlinearity                                  equity relationships)
o   Risk assessment

E-mail ID: - counselor@modrika.com                                                                     W WW .MO D R IK A.C O M

```
To top