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Auditoria e Análise Financeira

Statistical Methods for Decision-making

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Publication in the Diário da República: Despacho nº 13851/2011 - 14/10/2011

5 ECTS; 1º Ano, 1º Semestre, 41,0 TP , Cód. 30076.

Lecturer

(1) Docente Responsável
(2) Docente que lecciona

Prerequisites
Not applicable.

Objectives
On completion of this course the students should have developed skills which, together with the knowledge acquired in other courses, will enable them to carry out research in the main areas of expertise of the programme.

Program
Chapter I - Research Methodologies
Chapter II - Linear programming
Chapter III - Decision Trees
Chapter IV - Simulation - Monte-Carlo Methods

Evaluation Methodology
Written test and 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

Teaching Method
Theoretical and laboratory classes.

Software used in class
Excel

 

 

 


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