PG Courses
List of all PG Courses
Multivariate Statistical Methods
MTL766 3.0 credits L-T-P:3-0-0
Introduction to Multivariate data, Geometry of a sample, Mean and Covariance, Generalized Variance; Sample value of Linear combination of variables; Multivariate Normal Distribution, and its…
Introduction to Game Theory
MTL763 3.0 credits L-T-P:3-0-0
Game Trees, Choice Functions and Strategies, Choice Subtrees, Equilibrium N-tuples Strategies, Normal Forms, Non-cooperative games, Nash Equilibrium and its computation, The von Neumann Minimax…
Stochastic of Finance
MTL733 3.0 credits L-T-P:3-0-0
Stochastic Processes; Brownian and Geometric Brownian Motion; Levy Processes, Jump- Diffusion Processes; Conditional Expectations and Martingales; Ito Integrals, Ito’s Formula; Stochastic…
Financial Mathematics
MTL732 3.0 credits L-T-P:3-0-0
Financial markets, Interest computation, value, growth and discount factors, derivative products, basic option theory: single and multi-period binomial pricing models, Cox- Ross-Rubinstein (CRR)…
Stochastic Processes and its Applications
MTL725 3.0 credits L-T-P:3-0-0
Stochastic processes, specification of stochastic processes, stationary processes, discrete time and continuous time Markov chains, birth and death processes, applications in queueing theory. Markov…
Linear Algebra
MTL502 4.0 credits L-T-P:3-1-0
Revision of existence-uniqueness of solutions of a system of linear equations, elementary row operations, row-reduced echelon matrices.
Vector spaces, span of a subset, bases and dimension,…
Vector spaces, span of a subset, bases and dimension,…
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