Unit name | Quantitative Methods for Finance and Investment |
---|---|
Unit code | EFIMM0005 |
Credit points | 15 |
Level of study | M/7 |
Teaching block(s) |
Teaching Block 1 (weeks 1 - 12) |
Unit director | Dr. Rubio |
Open unit status | Not open |
Pre-requisites |
None |
Co-requisites |
None |
School/department | School of Accounting and Finance - Business School |
Faculty | Faculty of Social Sciences and Law |
This unit introduces the econometric techniques most used in finance including multivariate regression methods and time series analysis. This will assist students in the understanding of applied studies in finance. Further, this unit will prepare students for a range of optional units in the Spring Term and their dissertation in the summer.
By the end of the course, students will be able to:
Teaching will be delivered through a combination of synchronous and asynchronous sessions including lectures, tutorials, drop-in sessions, discussion boards and other online learning opportunities
This unit will be assessed by 100% exam
Gujarati, D., (2015) Econometrics by Example, Palgrave
Wooldridge, J. M. (2016) Introductory Econometrics, Cengage Learning