FULLY SOLVED BOOK LASY 5 YEARS PAPERS SOLVED PLUS GUESS

Quantitative Techniques for Finance

Unit I:
Descriptive statistics: Measures of Central Tendency, Concept of Dispersion, Measures of DispensionAbolute and Relative measures, Skewness-meaning and measures, kurtosis-meaning and Measures, kurtosis-Meaning and measure, Financial Time series-Nature, Computation of returns, Autocorrelation in Time Series, Bivariate and Multivariate Analysis: Concept of correlation, measures of correlation, Application of correlation in Financial Data, Regression meaning, Regression lines, OLS RegressionAssumptions, Computation of Regression Coefficients, Standardized and Unstandardised Regression Coefficients, Multiple Regression, Regression with Dummy variables.
(14 hours)
Unit II:
Probability Analysis – Concept and meaning of Probability, Approaches of Probability, Theorems of Probability: Addition, Multiplications, Bayes’ Theorem, Probability, Theorems of Probability:Addition, Multiplication, Bayes’ Theorem, Probability Distribution: Theoretical and their application in decision making- Binomial, Poisson and Normal Distribution, measuring the normality of Financial time series data. (18 hours)
Unit III:
Linear Programming : Meaning Assumptions, Formulation of Linear Programming Model: Solution of Linear Programming Problem: Graphical and Simplex method, concept of shadow prices, Duality, Sensitivity Analysis, Special types of Linear Programming Problems-Integer Programming Assignment Modeling, Solution of Assignment Problem with Hungarian Assignment Model, Travelling salesman model, Transportation Model, Applications, Computation of Initial Feasible solution and testing its optimality, Concept of Transshipment. (14 hours)
Unit IV:
Decision Theory: States of Decision making, Decision Tree Analysis, Game Theory: meaning Concept and Types of Games, Principles of Dominance, Solution of Games with Algebraic, Graphical and Simplex method, Queuing Theory: meaning, Concept, operating characteristics of Queuing Model, single channel single Phase model, queuing cost behavior, Concept of learning curve and its importance in Decision making. (10 hours)