Auditoria e Finanças

Statistics for Decision-Making

<< back to Curriculum Plan

Publication in the Diário da República: Despacho n.º 10361/2016 - 17/08/2016

5 ECTS; 1º Ano, 1º Semestre, 30,0 TP , Cód. 39255.

Lecturer
- Ricardo Jorge Viegas Covas (1)(2)

(1) Docente Responsável
(2) Docente que lecciona

Prerequisites
Not applicable

Objectives
On completion of the programme students will have developed skills that will allow them to be able to undertake autonomous research in programme-related fields of expertise.

Program
Chapter I – Descriptive Statistics
Chapter II - Linear regression
Chapter III - Chronological series
Chapter IV - Mathematical programming
Chapter V - Simulation with pseudorandom variables

Evaluation Methodology
Midterm test and final exam.

Bibliography
- Glasserman, P. (2003). Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability). Nova Iorque: Springer
- Holloway, C. (1979). Decision Making Under Uncertainty: Models and Choices. Nova Iorque: Prentice - Hall
- Judge, G. e Griffiths, W. e Hill, R. (2001). Undergraduate Econometrics. Nova Iorque: Wiley
- Pedrosa, A. e Gama, S. (2007). Introdução Computacional à Probabilidade e Estatística. Porto: Porto Editora

Teaching Method
Theoretical-practical lab sessions using specific software (computer environment)

Software used in class

 

 

 

---

<< back to Curriculum Plan