Advanced Financial Modelling (774N1)
15 credits, Level 7 (Masters)
Following on from Essential Quantitative Finance, this module will provide further instruction on particular financial problems associated with risk analysis and portfolio construction, and a more in-depth knowledge of financial instruments, such as futures and options, laying the foundation for TB2 modules on the Financial Risk and Investment Analysis degree.
All the main concepts will be illustrated by numerous examples and Excel spreadsheets.
Further development of IT skills builds on the knowledge gained in Essential Quantitative Finance, now introducing Matlab programming and the use of Reuters data.
The syllabus covers the following topics:
- Time Series and Statistical Volatility
- Modelling Linear Portfolios
- Newtonian and Stochastic Calculus
- Introduction to Financial Options
100%: Examination (Computer-based examination, Unseen examination)
Contact hours and workload
We’re currently reviewing contact hours for modules and will update with further information as soon as it is available.
This module is running in the academic year 2019/20. 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.
This module is offered on the following courses: