Financial Portfolio Analysis

Module code: 849G1
Level 7 (Masters)
15 credits in spring semester
Teaching method: Practical, Lecture
Assessment modes: Dissertation

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.

Module learning outcomes

  • Explain the specialised use of a range of mathematical models in finance.
  • Explain basic financial concepts.
  • Use programming skills to implement investment ideas.
  • Analyse and provide a solution to a real world investment project.
  • Use mathematics methods to solve financial problems.
  • Do independent reading and write summarizing reports on specific financial topic in the field.