《QuatitativeMethods》课程教学大纲.docx

OverseasChineseCollege–CourseSyllabusPagePAGE1ofNUMPAGES1

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CapitalUniversityofEconomicsandBusiness

OverseasChineseCollege

CourseSyllabus

YearandSemester

Spring(Sophomore)

CourseName

QuantitativeMethods

CourseCode

CFA202

CourseType

?GeneralEducation(Required)?GeneralEducation(Elective)

?BasicDisciplinaryCourse?ProfessionalCourse(Required)

√ProfessionalCourse(Elective)?ProfessionalCourse(Expanded)

CourseCredits

2

CourseHours

32

Prerequisites

MAT111,MAT112,MAT221

Instructor

ContactInformation

OfficeHour

LearningCentre

Grade/Section

CourseTime/Place

Textbook

CFANotesReading5toreading11andappendix

ReferenceBook

?StatisticsandEconometrics:MethodsandApplications,byAshenfelter,Levine,andZimmerman,Wiley,2003.[ALZ].Thisbookprovidesagoodandconcisecoverageofthekeyconceptsusedinthiscourse.

?IntroductoryEconometrics:AModernApproach,byJeffreyWooldridge,South-Western,ThirdEdition,2005.[W].Thistextbookwillbeusedmainlyforregressionanalysis,andmaybeausefulbooktohaveforAPI-210

Thetextbookandreferencebookmainlycovertheknowledgethatinstructorintroducedintheclass,butnotlimitedtothesebooks,studentsshouldhavetheabilitytosearchandexposetotheresourcestosupportstudy.

CourseDescription

Thegoalofthiscourseistopreparestudentstoanalyzefinancialissuesusingstatistics.Itcoverstopicsintheareasofprobabilitytheory,sampling,estimation,hypothesistesting,andregressionanalysis.Whilemanystudentstakingthisclasswillhavealreadytakencoursesinstatisticsandregressionanalysis,thiscoursewillprobablyplaceamuchstrongeremphasisthantypicalcoursesonconceptuallyunderstandingthequantitativemethods.Sincethecourseistargetedtothird-yearstudents,wewillnotshyawayfromusingthemathematicaltoolsneededtodevelopthe