Financial Portfolio Analysis (849G1)

15 credits, Level 7 (Masters)

Spring teaching

You will study valuation, options, asset pricing models, the Black-Scholes model, Hedging and related MatLab programming. These topics form the most essential knowledge for you if you intend to start working in the financial fields. They are complex application problems. Your understanding of mathematics should be good enough to understand the modelling and reasoning skills required. The programming element of this module makes complicated computations manageable and presentable.

Teaching

67%: Lecture
33%: Practical

Assessment

100%: Written assessment (Dissertation)

Contact hours and workload

This module is 150 hours of work. This breaks down into 36 hours of contact time and 114 hours of independent study.

This module is running in the academic year 2018/19. We also plan to offer it in future academic years. It may become unavailable due to staff availability, student demand or updates to our curriculum. We’ll make sure to let our applicants know of such changes to modules at the earliest opportunity.

Courses

This module is offered on the following courses: