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| Section | Weight | Objectives |
|---|---|---|
| Topic 1: Probability Theory | 25% | - Random variables and distributions
|
| Topic 2: Numerical Methods & Financial Mathematics | 15% | - Basics of risk modeling - Root finding and approximation - Time value of money |
| Topic 3: Statistics and Regression Analysis | 20% | - Linear regression
|
| Topic 4: Calculus and Functions | 20% | - Multivariable calculus
|
| Topic 5: Linear Algebra and Matrix Theory | 20% | - Vectors and eigenvalues
|
A linear regression gives the following output:
Figures in square brackets are estimated standard errors of the coefficient estimates.
Which of the following is an approximate 95% confidence interval for the true value of the coefficient of ?
Which of the following statements is not correct?
At what point x does the function f(x) = x3 - 4x2 + 1 have a local minimum?
Let A be a square matrix and denote its determinant by x. Then the determinant of A transposed is:
Find the first-order Taylor approximation p(x) for the function: at the point .
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