- Department: The York Management School
- Credit value: 20 credits
- Credit level: M
- Academic year of delivery: 2024-25
- See module specification for other years: 2023-24
Occurrence | Teaching period |
---|---|
A | Semester 1 2024-25 |
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.
After successful completion of the module students will able to:
Subject content
Apply mathematical and statistical methods to solve apposite problems in finance.
Use probabilistic concepts to define and understand existing financial models;
Use statistical knowledge to critically discuss statistical results and conduct your own statistical analyses of financial data;
Use software (Excel, Eviews, R or other) to perform statistical analysis in finance.
Academic and graduate skills
Present analyses of financial data in a logical, rigorous, and concise way;
Conduct logical reasoning from assumptions to conclusion;
Critically assess assumptions necessary to draw certain conclusions.
An introduction to Mathematics for Finance analysis.
Probability concepts: random variables, probability distributions and moments.
Statistical concepts: summary statistics, point estimation, confidence intervals and hypothesis testing.
Linear regression analysis.
Other forms of regression analysis.
Task | % of module mark |
---|---|
Essay/coursework | 50 |
Essay/coursework | 50 |
None
Task | % of module mark |
---|---|
Essay/coursework | 50 |
Essay/coursework | 50 |
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.
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