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Time Series (Intermediate) Dublin City University - Engineering & Computer Science Program Spring 2020 Semester - Dublin

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Time Series (Intermediate)

Time Series (Intermediate) Course Overview

OVERVIEW

CEA CAPA Partner Institution: Dublin City University
Location: Dublin, Ireland
Primary Subject Area: Physics
Instruction in: English
Transcript Source: Partner Institution
Course Details: Level 400
Recommended Semester Credits: 4
Prerequisites: None

DESCRIPTION

The module introduces the main concepts underlying the analysis of Time Series models, studying the stationarity of linear time series and some related models. It also includes an introduction to Monte Carlo simulation and introduces dynamic discrete time financial models. The module does not render students eligible for exemptions from professional actuarial examinations, and therefore assessment differs somewhat from a corresponding module delivered to actuarial students (MS447).

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