Introduction to Statistics

Course Duration: 
3 Weeks
Tuition Fee: 
0.00 USD
Tuition Fee THB: 
฿ 5600.00
Date: 
12 - 31 July 2020

Faculty Name: Chris Lobello

Faculty Bio: Educated in the US and at INSEAD (EMBA), Chris has worked in Asian financial markets for most of his life with a focus on risk, quantitative analysis, strategy, and research. This includes time at CLSA, Daiwa, and Nomura. He is currently the Head of Strategy at Hex Trust, a Hong Kong-based Fintech company providing digital asset custody with blockchain technology. He is an adjunct faculty in Asian and European universities.

Course Brief:

This is a foundation level ‘accelerator’ course that helps to understand key terms in statistics such as multivariate statistics, regression, and partial differential equations (Black-Scholes, options pricing theory.) This course explores all of these techniques to identify the applicable mathematics, understand what insights it will, and will not offer, analyze common challenges in finance, apply the appropriate mathematics correctly, and critically assess the results to understand the limits of the formulae.

Those taking this could will be able to:

  • Identify the applicable mathematics and understand what insights it will and will not offer
  • Analyze common challenges in finance and apply the appropriate mathematics correctly
  • Critically assess the results to understand the limits of the formulae.

Course outline (topics covered):

  • Distributions
  • Differentiation
  • Risk Neutral Pricing Method
  • Black Scholes & Merton Approach
  • Deriving Greeks and Hedging with Greeks
  • Tree Approach
  • Classic Quantitative Mistakes

Course Schedule

* First live session (recorded and available to view after the class)- 12th July 11-12noon with the immediate release of video content with accompanying exercises/tests

* Second live session (recorded and available to view after the class)- 21st July 7-8 pm with the immediate release of video content with accompanying exercises/tests

* Third live session - 26th July 11-12noon 

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