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Gestão e Administração Bancária (Pós-Laboral)

Statistical Decision

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Publication in the Diário da República: Bolonha 2008/09 [DR. 20757/2008 07.08.2008]

4 ECTS; 2º Ano, 1º Semestre, 45,0 TP , Cód. 992513.

Lecturer

(1) Docente Responsável
(2) Docente que lecciona

Prerequisites
Not applicable.

Objectives
An introduction to statistical decision theory as a tool for planning. The student should be able to interpret a problem through a probabilistic model and simulate several possible scenarios in order to quantify errors and decision costs.

Program
I - Linear Models, II - Concepts of Time Series, III - Simulation, IV - Decision with uncertainty and risk.

Evaluation Methodology
Final Exam

Bibliography
- Gama, S. e Pedrosa, A. (2007). Introdução Computacional à Probabilidade e Estatística. Lisboa: Porto Editora
- Glasserman, P. (2003). Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability). Springer: Springer
- Holloway, C. (1979). Decision Making Under Uncertainty: Models and Choices. Prentice - Hall: Prentice - Hall
- Murteira, B. (1996). Decisão Estatística para Gestores. Lisboa: UAL

Teaching Method
Lectures

Software used in class
Excel, SPSS

 

 

 


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