STATISTICIAN

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```					                         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
                                               Portfolio Management.                              o    Variance reduction methods
Financial Time Series Analysis
o    Statistical analysis of simulation
   Simulation Methods for Option                   o    Simple and Multiple linear                     output & importance sampling
Pricing                                              regression                                o    Martingale control variables
Model selection                           o    Stratification and the estimation of
   Statistical Arbitrage                           o
Residual analysis                              derivatives
o
o    Diagnostics                               o    Use of low discrepancy
o    Detection of multi-collinearity                sequences
DURATION :- 4-6 Months                                      nonstandard conditions and                     Pricing American options
o                                              o
transformations                                Scenario simulation for risk
o    management
Principal components
Factor analysis                                General principles of arbitrage
o                                              o    pricing theory
o                                                   Statistical nature of the price
o    Volatility fluctuations in financial
o    markets
   Financial Time Series Analysis.
   Statistical Arbitrage
o    Time series methodology
o    Data analytic aspects
o                                              o    General principles of arbitrage
Time domain and the
frequency domain approach                      pricing theory
Univariate ARIMA modelling                o    Statistical nature of the price
o    Forecasting & Seasonality                 o    Volatility fluctuations in financial
o    Model identification &                         markets
o    diagnostics                               o    Market Neutral strategies
Time series modelling of                  o    Statistical Techniques for pricing
equity returns                                 inefficiencies
o    Trading day effects                            Various statistical strategies
o
Unit root phenomenon                           cointegration-based trading, data
o                                                   mining, as well as strategies using
o    GARCH and Stochastic
volatility modelling                           the information from derivatives
o                                                   markets)
o    Trend break analysis &
How to search for arbitrage
Statistician                               Nonlinearity
o    strategies (based on intra-day
and mathematician                                                                         patterns, long-term patterns, multi-
o                                                   equity relationships)
Risk assessment
o

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

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