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Department of Statistics

Syllabus

  1. General

    Instructor
    Peter Bloomfield
    Telephone number
    515-1913
    E-mail address
    bloomfield@stat.ncsu.edu
    Office hours
    By arrangement
    Office address
    5210 SAS Hall
    Teaching Assistant
    Wook Hwang
    E-mail address
    whwang@ncsu.edu
    Office hours
    TBA
    Office address (office hours only)
    TBA
    Class meeting times
    May 26 - June 12: 1:00-4:00 p.m. TWHF, in Room 1108 SAS Hall
    June 16 - 18: 1:00-4:00 p.m. TWH, in Room 1108 SAS Hall
    June 23 - July 31: 1:00-4:00 p.m. TW, in Room 1108 SAS Hall

  2. Course prerequisites

  3. General Education Requirements

    Not applicable.

  4. Student Learning Outcomes

    The student will have learned about statistical concepts and methods that are central to the study of financial risk, and about the properties of measures of financial risk. Through team research on one of the assigned projects, the student will have gained experience in the practical side of statistical research, and in analyzing financial data. The student will also be familiar with the use of statistical software to carry out the necessary data analyses.

  5. Textbooks

    None

  6. Course organization and scope

    For the first two weeks, we shall meet for three-hour afternoon sessions (1:00 – 4:00 p.m.), to introduce some key concepts in financial risk and the statistical methods needed to analyze financial data.

    Students will work in teams on the projects for the remaining eight weeks. During that time, we shall hold weekly progress-report meetings, at which each group will outline the approaches they are taking, and summarize their results to date. Each group will also meet as necessary with its mentor.

  7. Reading Assignments

    Each student will develop a program of readings pertinent to the student's assigned project.

  8. Homework, Quizzes, and Tests

    There will be no assigned homework, and no quizzes or tests. Each student's work will be evaluated on the basis of a final paper and presentation on the research project.

  9. Grades

    The course will be graded S/U.

  10. Incomplete grades and late assignments

    An incomplete grade will be given only in accordance with NCSU policy.

  11. Attendance, absences, and makeup work

    Full participation in classes, laboratory period and research is expected of all students. Students are expected to inform the instructor in advance about any anticipated excused absences. See the university attendance regulation for university definitions of excused absences.

  12. Academic Integrity

    NCSU has a policy on academic integrity, which you may find in the Code of Student Conduct.

  13. Students with disabilities

    Reasonable accommodations will be made for students with verifiable disabilities. In order to take advantage of available accommodations, students must register with Disability Services for Students at 1900 Student Health Center, Campus Box 7509, 515-7653. For more information on NC State's policy on working with students with disabilities, please see the Academic Accommodations for Students with Disabilities Regulation.

  14. Laboratory safety and field trips

    Not applicable.

  15. Statement on extra expenses

    Not applicable.

  16. Statement on transportation

    Not applicable.

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