Date

Topic

Readings

Assignments

Aug 31

Introduction /Review

Sep 2

Simple Linear regression

Note 1, pp. 2 - 58

7

"

9

"

14

Multiple Regression

Note 2, pp. 62-97

Assign #1

16

"

pp. 125-131

21

Qualitative Variables & Higher Order Models

Note 3, pp 97-113

Assign #2

23

"

pp. 136-142

28

Review

Assign #3

30

Time Series Models

Note 4pp. 154-170

Oct 5

Test #1

Covers Through 9/28

7

Time Series Models cont’d

12

Durbin-Watson Test of Serial Corr.

Note 5, pp 133-135

14

Decision Theory

pp. 188-199

Assign #4

19

"

pp. 204-217

26

"

28

Risk, Preference and Utility

Note 6 pp. 223-235

Assign #5

Nov 2

Linear Optimization

pp. 254-292

Assign #6

4

Test #2

Covers 9/30- 10/28

9

Model Building: Applications in Finance

11

Excel Solver

Note 7

16

Sensitivity Analysis

Note, pp. 315-344

Assign #7

18

"

30

Simulation

Note 8 pp. 359-415

Assign #8

Dec 2

"

7

"

9

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Assign #9

Dec 14

Final Test (7:00PM)