Lecture Notes and Assignments
Descriptive Statistics
Hand-In Assignment #1 (due Aug 30)
Assignment
asian_fx.xls (data)
Probability Basics
HIV Testing Problem
Hand-In Assignment #2
Reading: Probability Models of Credit Risk
Assignment
Spreadsheet credit_calc.xls
Random Variables and Expected Value
Normal Distribution
Sampling
Confidence Intervals
Hand-In Assignment #3
Analyzing the Analysts
AnalystData spreadsheet
Hypothesis Testing
Regression
Hand-In Assignment #4
Assignment
Colonial.xls spreadsheet
Additional Materials
Exercises and Solutions (as in cas
ebook)
Spreadsheet for regression exercises
Value-at-Risk (A)
Drug Testing Slides
S&P Option spreadsheet
BondXY spreadsheet
Value-at-Risk (B)
S?P/Nikkei spreadsheet used in class
Value-at-Risk (C) Interesting application of probability, but we're not covering it.
Value-at-Risk (D)
Midterm Practice Problems
Gotham (B) Solutions Solutions to exercises at the end of the reading. FYI only.
Midterm Solutions
Dartboard Data
Excel Tips Confidence interval and hypothesis tests
Practice Final Exams and Solutions
More practice and solutions
download at
http://www2.gsb.columbia.edu/faculty/pglasserman/B6014/
