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This course covers statistical analysis and modelling methods that are commonly used in the finance industry. Major topics include statistical properties of returns, regression analysis with applications to single and multi-factor pricing models, multivariate analysis with applications in Markowitz's portfolio management, modelling and estimation of volatilities, calculation of value-at-risk, nonparametric methods with applications to option pricing and interest rate markets.
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COURSE DETAIL
COURSE DETAIL
COURSE DETAIL
COURSE DETAIL
This course highlights how luck has influenced and still influences several aspects of the world. From the beginning of the universe, to present-day lives, to the end of the universe, random events beyond anyone's control continue to shape fate. By exploring the various fields that luck manifests itself in, the course ultimately delves into the intriguingly precarious nature of existence.
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This course introduces the field of parallel computing with hands-on parallel programming experience on real parallel machines. The course consists of four parts: parallel computation models and parallelism, parallel architectures, parallel algorithm design and programming, and new parallel computing models. Topics include: theory of parallelism and models; shared-memory architectures; distributed-memory architectures; data parallel architectures; interconnection networks, topologies and basic of communication operations; principles of parallel algorithm design; performance and scalability of parallel programs, overview of new parallel computing models such as grid, cloud, and GPGPU. The course requires students to take prerequisites.
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Public health nutrition is concerned with the promotion and maintenance of nutrition-related health and wellbeing of populations through the organized efforts and informed choices of society. Such approaches are required to solve many of the complex nutritional challenges, such as obesity, type-2 diabetes, micronutrient deficiencies, and hunger, which we face today. This class examines the fundamental concepts related to nutrition, frameworks used to examine public health issues, and key historical and current public health nutrition challenges and policies.
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COURSE DETAIL
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