Foundation of Financial and Managerial Statistics
Undergraduate course, The Chinese University of Hong Kong, Department of Statistics, 2022
The course presents an overview of statistical techniques that lay the foundation for effective applications of statistics in the context of business administration.
2019-22: Spring Terms
Contents of this course contain
- Part I covers financial management techniques including investment appraisal, investment management;
- Part II covers marketing management techniques including decision analysis under uncertainty, project time and cost management.
Sharing materials:
- Tutorial 1 (Investment Appraisal: Basic Methods)
- Tutorial 2 (Investment Appraisal: Basic Methods)
- Tutorial 3 (Principle Component Analysis and coding)
- Tutorial 4 (Yield to maturity (YTM)) and Duration
- Tutorial 5 (Duration Hedging and Nelson Siegel Model)
- Tutorial 6 (Index numbers and their uses)
- Tutorial 7 (The Value of Information)
- Tutorial 8 (Critical Path Method (CPM))
- Tutorial 9 (Program Evaluation and Review Technique (PERT)