A mathematical treatment of option pricing. Building on Brownian motion, the course introduces stochastic integrals and Itô calculus, which are used to develop the Black-Scholes framework for option pricing. The theory is extended to pricing general derivatives and is illustrated through applications to risk management.

The course discusses many advanced statistical methods used in the life and social sciences. Emphasis is on learning how to become a critical interpreter of these methodologies while keeping mathematical requirements low. Topics covered include multiple regression, logistic regression, discriminant and cluster analysis, principal components and factor analysis.

Linear algebra for statistics. Multivariate distributions, the multivariate normal and some associated distribution theory. Multivariate regression analysis. Canonical correlation analysis. Principal components analysis. Factor analysis. Cluster and discriminant analysis. Multidimensional scaling. Instruction in the use of SAS.

An overview of methods and problems in the analysis of time series data. Topics covered include descriptive methods, filtering and smoothing time series, identification and estimation of times series models, forecasting, seasonal adjustment, spectral estimation and GARCH models for volatility.

Statistical aspects of supervised learning: regression, regularization methods, parametric and nonparametric classification methods, including Gaussian processes for regression and support vector machines for classification, model averaging, model selection, and mixture models for unsupervised learning. Some advanced methods will include Bayesian networks and graphical models.

A survey of statistical techniques used in finance. Topics include mean-variance and multi-factor analysis, simulation methods for option pricing, Value-at-Risk and related risk-management methods, and statistical arbitrage. A computer package will be used to illustrate the techniques using real financial data.

Presents theoretical foundations of machine learning. Risk, empirical risk minimization, PAC learnability and its generalizations, uniform convergence, VC dimension, structural risk minimization, regularization, linear models and their generalizations, ensemble methods, stochastic gradient descent, stability, online learning.

Big data is transforming our world, revolutionizing operations and analytics everywhere, from financial engineering to biomedical sciences. Big data sets include data with high-dimensional features and massive sample size. This course introduces the statistical principles and computational tools for analyzing big data: the process of acquiring and processing large datasets to find hidden patterns and gain better understanding and prediction, and of communicating the obtained results for maximal impact. Topics include optimization algorithms, inferential analysis, predictive analysis, and exploratory analysis.

Correlation does not imply causation. Then, how can we make causal claims? To answer this question, this course introduces theoretical foundations and modern statistical and graphical tools for making causal inference. Topics include potential outcomes and counterfactuals, measures of treatment effects, causal graphical models, confounding adjustment, instrumental variables, principal stratification, mediation and interference.

Topics of interest in Statistics, as selected by the instructor. The exact topics can vary from year to year. Enrolment is by permission of the instructor only.

This course is offered by arrangement with a statistics faculty member who must agree to supervise. This course may be taken in any session and must be completed by the last day of classes in the session in which it is taken.

This course is offered by arrangement with a statistics faculty member who must agree to supervise. This course may be taken in any session and must be completed by the last day of classes in the session in which it is taken.

A significant project in any area of statistics. The project may be undertaken individually or in small groups. This course is offered by arrangement with a statistics faculty member who must agree to supervise. This course may be taken in any session and the project must be completed by the last day of classes in the session in which it is taken.

A significant project in any area of statistics. The project may be undertaken individually or in small groups. This course is offered by arrangement with a statistics faculty member who must agree to supervise. This course may be taken in any session and the project must be completed by the last day of classes in the session in which it is taken.

A general introduction to theatre as a social institution and collaborative performing art. Through a combination of lectures, discussions, class exercises, and excursions to see theatre together throughout Toronto, this course will investigate why and how people commit their lives to make theatre. It will also orient students to the four areas of focus in the Theatre and Performance program's curriculum, providing a background for further theatre studies.

An introduction to the actor’s craft. This course provides an experiential study of the basic physical, vocal, psychological and analytical tools of the actor/performer, through a series of group and individual exercises.

This course challenges students to "wrestle" with the Western canon that has dominated the practice of theatre-making in colonized North America. In wrestling with it, students will become more conversant in its forms and norms, and thus better able to enter into dialogue with other theatre practitioners and scholars. They also learn to probe and challenge dominant practices, locating them within the cultural spheres and power structures that led to their initial development.

Intercultural & Global Theatre will be a study of theatre and performance as a forum for cultural representation past and present. Students will think together about some thorny issues of intercultural encounter and emerge with a fuller understanding of the importance of context and audience in interpreting performances that are more likely than ever to travel beyond the place they were created.

This course explores the history of performance on this part of Turtle Island as a way of reimagining its future. Through a series of case studies, students will grow their understanding of theatre a powerful arena for both shoring up and dismantling myths of the "imagined nation" of Canada. With a special focus on Indigenous-settler relations and the contributions of immigrant communities to diversifying the stories and aesthetics of the stage, the course will reveal theatre as an excellent forum for reckoning with the past and re-storying our shared future.

By performing characters and staging scenes in scripted plays, students in this course develop and hone the physical, psychological, analytical, and vocal skills of actors.

This course engages students in an experiential study of devised theatre, a contemporary practice wherein a creative team (including actors, designers, writers, dramaturgs, and often a director) collaboratively create an original performance without a preexisting script. We will explore how an ensemble uses improvisation, self-scripted vignettes, movement/dance, and found materials to create an original piece of theatre.

This course introduces students to improvisation across a range of theatrical contexts. In a sequence of short units, the course will explore improv comedy, improvisation-based devising work, and the improvisation structures commonly used in the context of applied theatre work (including forum theatre and playback theatre). Simultaneously, students will read scholarly literature that addresses the ethical dilemmas, cultural collisions, and practical conundrums raised by these forms. Students will reflect on their own experiences as improvisers through the vocabulary that has been developed in this literature.

Discovering the special nature of various forms of live theatre. Students will attend five professional productions in a variety of theatres in Toronto, and write reviews of their theatre-going experiences. In lectures and seminars students will study contemporary theatrical practices from the perspective of playwrights, performers, etc.

Students will study a wide range of "applied theatre" practice, which might include community-based theatre, prison theatre, Theatre for Development (TfD), Theatre of the Oppressed (TO), and Creative Drama in Classrooms. They will grow as both scholars and practitioners of this work, and will emerge as better able to think through the practical and ethical challenges of facilitating this work. Case studies will reflect the diversity of global practices and the importance of doing this work with marginalized groups.

An introduction to the elements of technical theatre production. Students in the course will get hands-on experience working in the theatre in some combination of the areas of stage management, lighting, sound, video projection, costumes, set building and carpentry.

This course is an intensive study of theatrical production from the vantage point of the actor. It engages students in the experiential learning process inherent in rehearsing and performing in a major theatrical production.

This course is an intensive study of theatrical production from the vantage points of producers, directors (and assistant directors), designers (and assistant designers), stage managers (and assistant stage managers), and dramaturgs. It engages students in the experiential learning process inherent in conceiving of, planning for, rehearsing, and producing a major theatrical production. Students are required to submit an application. Applications are available in August and can be found on the Arts, Culture, and Media website and in the timetable.

Selected advanced topics for intensive study of some specific aspects of performance. The topics explored in this course will change from session to session.

Selected advanced topics for intensive study of some specific aspects of performance. The topics explored in this course will change from session to session.

This course invites students to consider how theatre can help to close the gap between the just world we envision and the inequitable world we inhabit. Case studies illuminate the challenges that theatre-makers face when confronting injustice, the strategies they pursue, and the impact of their work on their audiences and the larger society.