Overview:
- Credits:
- 2.5
- Level:
- 4
- Semester:
- Autumn
- Subject:
- Finance
- School:
- Business
- Coordinator:
- Dr Anita Suurlaht
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Curricular information is subject to change
Demonstrate knowledge and understanding of the key practical and theoretical components of quantitative financial methods.
Apply quantitative techniques to practical real world problems in finance.
Implement a range of applied quantitative techniques using spreadsheets.
Develop research skills including data analysis.
Topic 1. Few Aspects of Logic, Set Theory
Implications
Necessary and Sufficient Conditions
Theorems and Proofs
Elements of Set Theory
Topic 2. Introduction to Finance and Time value of money
Prices and Returns
Calculating Returns
The Time Value of Money
Annuities
Discounting and Present Values
Topic 3. Linear Algebra
Matrix Algebra
Eigenvectors and Eigenvalues
Matrix Decomposition
Principal Component Analysis
Applications
Topic 4. Calculus
Functions
Differentiation
Functions of Several Variables
Optimization
Taylor Expansion
Integration
Topic 5. Probability and Statistics
Probability
Basic Statistics
Univariate Distributions
Multivariate Distributions
Statistical Inference
Value-at-Risk
Student Effort Type | Hours |
---|---|
Lectures | 48 |
Autonomous Student Learning | 18 |
Total | 66 |
Not applicable to this module.
Description | Timing | Component Scale | % of Final Grade | ||
---|---|---|---|---|---|
Examination: Final Exam | 2 hour End of Trimester Exam | No | Pass/Fail Grade Scale | No | 95 |
Continuous Assessment: Pre-Module assignment | Unspecified | n/a | Pass/Fail Grade Scale | No | 5 |
Resit In | Terminal Exam |
---|---|
Spring | Yes - 2 Hour |
• Group/class feedback, post-assessment
Not yet recorded.