Prerequisites: Level IV Statistics. Basic concepts in Probability and Statistics and matrix algebra; Correlation and Portfolio management; Simple linear regression and capital asset pricing model; Multiple linear regression and foreign exchange models, multi-factor pricing models, Nelson-Siegel yield curves, and some hedging strategies; Nonlinear regression models and asymmetric CAPM models, nonlinear interest rate models, and regime switching models; Nonparametric regression models and nonparametric interest rate models, nonparametric implied volatility models and automatic technical analysis; Regression with ultra-high dimensional data; Principle and factor analysis.