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 and assessment

We’re currently reviewing teaching and assessment of our modules in light of the COVID-19 situation. We’ll publish the latest information as soon as possible.

Contact hours and workload

This module is approximately 150 hours of work. This breaks down into about 33 hours of contact time and about 117 hours of independent study. The University may make minor variations to the contact hours for operational reasons, including timetabling requirements.

This module is running in the academic year 2020/21. 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.