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Course Criteria
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3.00 Credits
Prerequisites: STAT W3107 or W4107. Statistical inference without parametric model assumption. Hypothesis testing using ranks, permutations, and order statistics. Nonparametric analogs of analysis of variance. Non-parametric regression, smoothing and model selection.
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3.00 Credits
Prerequisites: STAT W4315 or the equivalent. Least squares smoothing and prediction, linear systems, Fourier analysis, and spectral estimation. Impulse response and transfer function. Fourier series, the fast Fourier transform, autocorrelation function, and spectral density. Univariate Box-Jenkins modeling and forecasting. Emphasis on applications. Examples from the physical sciences, social sciences, and business. Computing is an integral part of the course.
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3.00 Credits
Prerequisites: STAT W4107 or permission of program advisor. A one semester course covering: Simple and multiple regression, including testing, estimation, and confidence procedures, modeling, regression diagnostics and plots, polynomial regression , colinearity and confounding, model selection, geometry of least squares. Linear time series models. Auto-regressive, moving average and ARIMA models. Estimation and forecasting with time series models. Confidence intervals and prediction error. Students may not receive credit for more than two of STAT W4315, W4437, and W4440.
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3.00 Credits
Prerequisites: STAT W3105, W4105, or the equivalent. Review of elements of probability theory. Poisson processes. Renewal theory. Wald's equation. Introduction to discrete and continuous time Markov chains. Applications to queueing theory, inventory models, branching processes.
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3.00 Credits
Prerequisites: STAT W3105, W4105, or equivalent. This course covers theory of stochastic processes applied to finance. It covers concepts of Martingales, Markov chain models, Brownian motion. Stochastic Integration, Ito's formula as a theoretical foundation of processes used in financial modeling. It also introduces basic discrete and continuous time models of asset price evolutions in the context of the following problems in finance: portfolio optimization, option pricing, spot rate interest modeling.
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3.00 Credits
Prerequisites: MATH V1101 or the equivalent. Introduction to the mathematical theory of interest as well as the elements of economic and financial theory of interest. Topics include rates of interest and discount; simple, compound, real, nominal, effective, dollar (time)-weighted; present, current, future value; discount function; annuities; stocks and other instruments; definitions of key terms of modern financial analysis; yield curves; spot (forward) rates; duration; immunization; and short sales. The course will cover determining equivalent measures of interest; discounting; accumulating; determining yield rates; and amortization.
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4.00 Credits
Instruction in speaking, reading, and writing basic Swedish. Ample practice in pronunciation and key conversation patterns. Examination of links between the language and the culture(s) in which Swedish is spoken.
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3.00 Credits
Development of basic speaking, reading, and writing skills in Swedish through study and analysis of literary texts and newspaper articles, supplemented by videos and films. Through discussion and writing assignments, students gain an appreciation of contemporary Swedish culture in its Scandinavian and European setting.
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4.00 Credits
Essentials of grammar, basic vocabulary, practice in speaking and reading Swahili the most widely used indigenous language of East Africa.
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4.00 Credits
Essentials of grammar, basic vocabulary, practice in speaking and reading Swahili the most widely used indigenous language of East Africa.
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