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Showing 25 course outlines from 3703 matches
2826
STATS 710
: Probability Theory2024 Semester Two (1245)
Fundamental ideas in probability theory; sigma-fields, laws of large numbers, characteristic functions, the Central Limit Theorem.
Prerequisite: B+ or higher in STATS 225 or 15 points from STATS 310, 320, 325
2827
STATS 710
: Probability Theory2022 Semester Two (1225)
Fundamental ideas in probability theory; sigma-fields, laws of large numbers, characteristic functions, the Central Limit Theorem.
Prerequisite: B+ or higher in STATS 225 or 15 points from STATS 310, 320, 325
2828
STATS 710
: Probability Theory2021 Semester Two (1215)
Fundamental ideas in probability theory; sigma-fields, laws of large numbers, characteristic functions, the Central Limit Theorem.
Prerequisite: B+ or higher in STATS 225 or 15 points from STATS 310, 320, 325
2829
STATS 710
: Probability Theory2020 Semester Two (1205)
Fundamental ideas in probability theory; sigma-fields, laws of large numbers, characteristic functions, the Central Limit Theorem.
Prerequisite: STATS 310, 320 or 325
2830
STATS 720
: Stochastic Processes2024 Semester One (1243)
Stochastic models and their applications. Discrete and continuous-time jump Markov processes. A selection of topics from point processes, renewal theory, Markov decision processes, stochastic networks, inference for stochastic processes, simulation of stochastic processes, and computational methods using R.
Prerequisite: STATS 320 or 325
2831
STATS 720
: Stochastic Processes2023 Semester One (1233)
Continuous-time jump Markov processes. A selection of topics from: point processes, renewal theory, martingales, Brownian motion, Gaussian processes and inference for stochastic processes.
Prerequisite: STATS 320 or 325
2832
STATS 720
: Stochastic Processes2022 Semester One (1223)
Continuous-time jump Markov processes. A selection of topics from: point processes, renewal theory, martingales, Brownian motion, Gaussian processes and inference for stochastic processes.
Prerequisite: STATS 320 or 325
2833
STATS 720
: Stochastic Processes2021 Semester One (1213)
Continuous-time jump Markov processes. A selection of topics from: point processes, renewal theory, martingales, Brownian motion, Gaussian processes and inference for stochastic processes.
Prerequisite: STATS 320 or 325
2834
STATS 720
: Stochastic Processes2020 Semester One (1203)
Continuous-time jump Markov processes. A selection of topics from: point processes, renewal theory, martingales, Brownian motion, Gaussian processes and inference for stochastic processes.
Prerequisite: STATS 320 or 325
2835
STATS 721
: Foundations of Stochastic Processes2024 Semester Two (1245)
Fundamentals of stochastic processes. Topics include: generating functions, branching processes, Markov chains, and random walks.
Prerequisite: 15 points from STATS 125, 210, 225, 320 with at least a B+ and 15 points from MATHS 208, 250, 253
Restriction: STATS 325
Restriction: STATS 325
2836
STATS 721
: Foundations of Stochastic Processes2023 Semester Two (1235)
Fundamentals of stochastic processes. Topics include: generating functions, branching processes, Markov chains, and random walks.
Restriction: STATS 325
2837
STATS 721
: Foundations of Stochastic Processes2022 Semester Two (1225)
Fundamentals of stochastic processes. Topics include: generating functions, branching processes, Markov chains, and random walks.
Restriction: STATS 325
2838
STATS 721
: Foundations of Stochastic Processes2021 Semester Two (1215)
Fundamentals of stochastic processes. Topics include: generating functions, branching processes, Markov chains, and random walks.
Restriction: STATS 325
2839
STATS 721
: Foundations of Stochastic Processes2020 Semester Two (1205)
Fundamentals of stochastic processes. Topics include: generating functions, branching processes, Markov chains, and random walks.
Restriction: STATS 325
2840
STATS 722
: Foundations of Financial Mathematics2020 Semester Two (1205)
Fundamentals of financial mathematics. Topics include: mean-variance portfolio theory; options, arbitrage and put-call relationships; introduction of binomial and Black-Scholes option pricing models; compound interest, annuities, capital redemption policies, valuation of securities, sinking funds; varying rates of interest, taxation; duration and immunisation; introduction to life annuities and life insurance mathematics.
Prerequisite: 15 points at Stage II in Statistics or BIOSCI 209, and 15 points at Stage II in Mathematics
Restriction: STATS 370
Restriction: STATS 370
2841
STATS 723
: Stochastic Methods in Finance2022 Semester One (1223)
Contingent claims theory in discrete and continuous time. Risk-neutral option pricing, Cox-Ross-Rubinstein and Black-Scholes models, stochastic calculus, hedging and risk management.
Prerequisite: STATS 125 and 370, or 15 points from STATS 210, 225, 325
2842
STATS 723
: Stochastic Methods in Finance2021 Semester One (1213)
Contingent claims theory in discrete and continuous time. Risk-neutral option pricing, Cox-Ross-Rubinstein and Black-Scholes models, stochastic calculus, hedging and risk management.
Prerequisite: STATS 125 and 370, or 15 points from STATS 210, 225, 325
2843
STATS 723
: Stochastic Methods in Finance2020 Semester One (1203)
Contingent claims theory in discrete and continuous time. Risk-neutral option pricing, Cox-Ross-Rubinstein and Black-Scholes models, stochastic calculus, hedging and risk management.
Prerequisite: STATS 125 and 370, or 15 points from STATS 210, 225, 325
2844
STATS 726
: Time Series2024 Semester Two (1245)
Stationary processes, modelling and estimation in the time domain, forecasting and spectral analysis.
Prerequisite: STATS 210, and 15 points from STATS 326, 786
2845
STATS 726
: Time Series2023 Semester Two (1235)
Stationary processes, modelling and estimation in the time domain, forecasting and spectral analysis.
Prerequisite: STATS 210, and 320 or 325
2846
STATS 726
: Time Series2022 Semester Two (1225)
Stationary processes, modelling and estimation in the time domain, forecasting and spectral analysis.
Prerequisite: STATS 210, and 320 or 325
2847
STATS 726
: Time Series2021 Semester Two (1215)
Stationary processes, modelling and estimation in the time domain, forecasting and spectral analysis.
Prerequisite: STATS 210, and 320 or 325
2848
STATS 726
: Time Series2020 Semester Two (1205)
Stationary processes, modelling and estimation in the time domain, forecasting and spectral analysis.
No pre-requisites or restrictions
2849
STATS 727
: Foundations of Applied Time Series Analysis2021 Semester One (1213)
Fundamentals of applied time series analysis. Topics include: components, decompositions, smoothing and filtering, modelling and forecasting. Examples and techniques from a variety of application areas are presented.
Prerequisite: 15 points from BIOSCI 209, ECON 221, STATS 201, 207, 208, 707
Restriction: STATS 326
Restriction: STATS 326
2850
STATS 727
: Foundations of Applied Time Series Analysis2020 Semester One (1203)
Fundamentals of applied time series analysis. Topics include: components, decompositions, smoothing and filtering, modelling and forecasting. Examples and techniques from a variety of application areas are presented.
Prerequisite: 15 points from BIOSCI 209, ECON 221, STATS 201, 207, 208
Restriction: STATS 326
Restriction: STATS 326
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