Quantitative methods in finance UT Dallas

You may not use your cell phones or other electronic communication devices in class. Required: Students must obtain four Bloomberg certificates: Equity Essentials, Fixed Income Essentials, Foreign Exchange Essentials, and Commodity Essentials. Course Policies Grading (credit) Criteria Additional Course Policies Exams Assignments Class Attendance& Class Work learning Students earn a grade in the class by demonstrating mastery of the class material. Grades will be based on an end-of-semester ranking of students according to the total accumulated score.

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Both the total score and students’ respective rankings will e used in assigning final grade. The precise cutoff scores used to assign grades will be an end-of-semester decision based on my perception of the difficulty of the exams and class works and other factors that I consider appropriate. Grading will be based on the following weightings of assigned material. Project & in- class quizzes Exam 1 Exam 2 We will this aspect’s. Of your grade the for taking all exams on the designated There wildness’s be no make-up You are during responsible firs first first dates. Note: You must have my permission to skip an exam.

If you have to miss an exam first with my permission), the weight of course grade on that exam will be shifted to the final exam. There will be two tests in this class. These exams will test your knowledge of material covered in the reading, lectures, class works, and a suggested homework. All tests are closed book; Any use of cell phones, laptops, or other wireless devices and any other unannounced quizzes will count toward your final grade. Suggested homework will be assigned. Students registered for the class are required to attend all sessions. During the semester, you have two excuses for missing the class.

In the classroom, you cannot rose any other websites except for weapon related course materials. You will be asked to leave the classroom once discovered. Always check learning before class. This site will include Powering files of the course lecture notes, homework assignments, any external web links, and relevant updates about the class including any changes to the schedule of assignments or quizzes. 2 Student Conduct and Discipline Academic Integrity The University of Texas System and The University of Texas at Dallas have rules and regulations for the orderly and efficient conduct of their business.

It is the responsibility of each student and each student organization to be knowledgeable about the rules and regulations which govern student conduct and activities. General information on student conduct and discipline is contained in the CITED publication, A to Z Guide, which is provided to all registered students each academic year. The University of Texas at Dallas administers student discipline within the procedures of recognized and established due process. Procedures are defined and described in the Rules and Regulations, Board of Regents, The University of Texas

System, Part 1, Chapter VI, Section 3, and in Title V, Rules on Student Services and Activities of the university Handbook of Operating Procedures. Copies of these rules and regulations are available to students in the Office of the Dean of Students, where staff members are available to assist students in interpreting the rules and regulations (US 1. 602, 972/883-6391). A student at the university neither loses the rights nor escapes the responsibilities of citizenship. He or she is expected to obey federal, state, and local laws as well as the

Regents’ Rules, university regulations, and administrative rules. Students are subject to discipline for violating the standards of conduct whether such conduct takes place on or off campus, or whether civil or criminal penalties are also imposed for such conduct. The faculty expects from its students a high level of responsibility and academic honesty. Because the value of an academic degree depends upon the absolute integrity of the work done by the student for that degree, it is imperative that a student demonstrate a high standard of individual honor in his or her scholastic work.

Scholastic dishonesty includes, but is not limited to, statements, acts or omissions related to applications for enrollment or the award of a degree, and/or scholastic dishonesty involves one of the following acts: cheating, plagiarism, collusion and/or falsifying academic records. Students suspected of academic dishonesty are subject to disciplinary proceedings. Plagiarism, especially from the web, from portions of papers for other classes, and from any other source is unacceptable and will be dealt with under the university policy on plagiarism (see general catalog for details).

This course will use the resources of turning. Com, which searches the web for possible plagiarism and is over 90% effective. These descriptions and timeliness are subject to change at the discretion of the professor. 3 Assignments & Tentative Academic Calendar Session Topic Readings & Assignments Week 1 Class Introduction; Presentation of Data and Descriptive Statistics week 2 Calculus Applied to Finance Bonds: YET, Duration Compacter-3 Probability Distributions: Applications to Asset Returns Compacter-4 Statistical Inference: Confidence Intervals and Hypothesis Testing

Compacter-5 Compacter-6 Regression Analysis and Linear (Matrix) Algebra week 3 week 5 week 6 week 7 week 10 week 11 week 12 week 13 week 14 week 15 week 16 Compacter-1,2 Mid-term Exam Time Series Analysis KM: Chapter-7 Numerical Methods Compacter-8 Optimization Compacter-9 Stochastic Process KM: Chapter-10 DCE. 10th, Last day of classes. DCE 12th-18th, Final Exam This course schedule is not absolute. While every effort will be made to follow the schedule as listed, changes may be made as needed. It is the student’s responsibility to track changes that are announced. 4