Quantitative Methods for Finance - MAN00134M
Module will run
| Occurrence | Teaching period |
|---|---|
| A | Semester 1 2023-24 |
Module aims
The module covers a range of concepts in statistics and mathematics, aiming to provide students with necessary background knowledge for studying topics in finance at postgraduate level. There is a strong practical aspect involving analysing financial data and communicating the corresponding results and conclusions.
Module learning outcomes
After successful completion of the module students will able to:
Subject content
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An introduction into essential mathematics for financial analysis.
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Apply mathematical and statistical methods to solve apposite problems in finance.
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Use probabilistic concepts to define and understand existing financial models;
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Use statistical knowledge to critically discuss statistical results and conduct your own statistical analyses of financial data;
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Use software (Excel, Eviews, R or other) to perform statistical analysis in finance.
Academic and graduate skills
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Present analyses of financial data in a logical, rigorous, and concise way;
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Conduct logical reasoning from assumptions to conclusion;
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Critically assess assumptions necessary to draw certain conclusions.
Module content
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An introduction to Mathematics for Finance analysis.
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Probability concepts: random variables, probability distributions and moments.
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Statistical concepts: summary statistics, point estimation, confidence intervals and hypothesis testing.
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Linear regression analysis.
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Other forms of Regression analysis.
Indicative assessment
| Task | % of module mark |
|---|---|
| Closed/in-person Exam (Centrally scheduled) | 100 |
Special assessment rules
None
Additional assessment information
Note - this is an in-person exam. Students taking the examination as a first attempt during the reassessment period will take a closed book examination. For students taking the exam as a resit in the reassessment period, it will be open book examination.
Indicative reassessment
| Task | % of module mark |
|---|---|
| Closed/in-person Exam (Centrally scheduled) | 100 |
Module feedback
Feedback will be given in accordance with the University Policy on feedback in the Guide to Assessment as well as in line with the School policy.
Indicative reading
Wooldridge, J. (2014) Introductory Econometrics: A Modern Approach, Europe, Middle East and Africa edition, Cengage Learning.
Brooks, C. (2019) Introductory Econometrics for Finance, Cambridge University Press