Unit information: Quantitative Methods for Finance and Investment in 2020/21

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

Description including Unit Aims

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.

Intended Learning Outcomes

By the end of the course, students will be able to:

1. Identify, describe and correctly categorise the different types of data sets common in finance;
2. Critically assess various empirical methods in finance;
3. Evaluate the limitations of such quantitative methods and their potential fixes;
4. Critically map different datasets with adequate quantitative methods;
5. Explain the economic interpretation of empirical findings.

Teaching Information

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

Assessment Information

This unit will be assessed by 100% exam

Reading and References

Gujarati, D., (2015) Econometrics by Example, Palgrave

Wooldridge, J. M. (2016) Introductory Econometrics, Cengage Learning