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# 20110106_å®šé‡åˆ†æžåŸ¹è®­èµ„&a

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1 金程教育FRM基础班讲义 Quantitative Analysis 讲师：刘 奕 非 日期：2011.1.8 - 1.9 地点： 上海 北京 深圳 2 专业来自百分百的投入 Copyright 2011 By GFEDU Quantitative Analysis: Outline ¾ Quantitative Analysis 20% ¾ Discrete and continuous probability distributions ¾ Population and sample statistics ¾ Statistical inference and hypothesis testing ¾ Estimating the parameters of distributions ¾ Graphical representation of statistical relationships ¾ Linear regression with single and multiple regressors ¾ The ordinary least squares (OLS) method ¾ Interpreting and using regression coefficients ,the t-statistic, and other output ¾ Hypothesis testing and confidence intervals ¾ Heteroskedasticity and multicollinearity 3 专业来自百分百的投入 Copyright 2011 By GFEDU Quantitative Analysis: Outline ¾ Quantitative Analysis 20% ¾ Monte Carlo methods ¾ Estimating correlation and volatility: EWMA and GARCH models ¾ Volatility term structures ¾ Quantifying volatility in VaR models 4 专业来自百分百的投入 Copyright 2011 By GFEDU Readings for Quantitative Analysis ¾ James stock and Mark Watson, introduction to econometrics, Brief edition (Boston: Pearson Education, 2008). ¾ Chapter 2 – Review of Probability ¾ Chapter 3 – Review of Statistics ¾ Chapter 4 – Linear regression with one regressor ¾ Chapter 5 – Regression with a single regressor: Hypothesis Tests and confidence intervals ¾ Chapter 6 – Linear regression with multiple regressors ¾ Chapter 7 – Hypothesis Tests and confidence intervals in multiple regression

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