Introduction to quantitative methods

Teachers

Included in study programs

Teaching results

The main goal of the course is to combine theoretical knowledge of mathematics and statistics with practical experience of working with real world data in finance. The course is the basis for the study of more developed techniques of financial econometrics. Upon successful completion of the learning process, the student should be able to:
1. knowledge and understanding : understand selected analytical methods in the field of finance
2. skills : use statistical software for data processing, statistical analysis and graphical outputs
3. competence: to be able to evaluate and interpret the outputs of quantitative analyzes.

Indicative content

1. Introduction of STATA statistical software.
2. Basics of data processing - types of variables, finding information about variables and data file, working with subsets of data, manipulation with variables.
3. Working with data files - data import, file merging, data structure declaration.
4. Random variable - descriptive statistics and probability distributions.
5. Testing statistical hypotheses.
6. Correlation and regression.
7. Regression with several variables.
8. Data visualization and work with graphs.

Support literature

Alan C. Acock. 2018. A Gentle Introduction to Stata. Sixth Edition. Texas: Stata Press.

Requirements to complete the course

30% two tests during the semester using software, 10% activity during the semester, 60% exam

Student workload

Attendance at lectures 26 h, participation in seminars 26 h, preparation for seminars 26 h, preparation for tests during semester 26 h, preparation for the exam 52 h

Language whose command is required to complete the course

english

Date of approval: 28.01.2022

Date of the latest change: 27.01.2022