FIN41710 Quantitative Methods (Av Fin)

Following the course students should be able to:
- Perform interest calculations using simple and compund interest and be comfortable with calculations involving logarithms and exponents.
- Value a sequence of risky cash flows and price fixed income instruments with different coupon payment structures and durations.
- Estimate the interest rate risk exposure of fixed income instruments.
- Execute regression analysis of a variable against a set of explanatory variables and perform correct statistical inference on the results.
- Perform value-at-risk calculations given an estimated distribution of a set of assets returns.
- Explain statistical concepts such as std deviation, variance, correlation, covariance, skewness and kurtosis and their application to optimising portfolios of risky assets.
- Solve typical problems covered in the course using their knowledge of calculus, linear algebra and probability and statistics.

Not applicable to this module.