Iterative procedures and non-linear regression. I with the main emphasis again being on application of techniques to problems which arise in business and industry. The computing aspect of the unit will involve the use of a mathematical programming package. This unit introduces a range of statistical concepts in the design and analysis of epidemiologic studies. The first part of the unit presents an insight into the main types of study designs- cross sectional surveys, case control studies, cohort studies and randomised control trials.
Attention is given to the role of matching in the design of case-control studies.
The concept of repeated measurements will be addressed and simple methods of summarising and analysing such data are discussed. The second part of the unit introduces the statistical methods and modelling techniques used in analysing data derived from various epidemiological design strategies. Students will use the statistical package SAS throughout the unit. The unit deals with stochastic calculus as applied to the pricing of derivatives securities. Martingale methods of options pricing are developed and applied to pricing stock options, currency options and interest rate derivatives.