Financial Portfolio Analysis (849G1)

15 credits, Level 7 (Masters)

Spring teaching

You will study topics such as valuation, options, asset pricing models, the Black-Scholes model, hedging and related MATLAB programming. These topics range from those essentials required to start working in the financial industry to more complex applications arising there. 

Your background in mathematics and associated reasoning skills will help you to understand financial modelling. The programming element of this module aims to transform complicated aspects of these topics into manageable computations in a presentable format.

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.

We regularly review our modules to incorporate student feedback, staff expertise, as well as the latest research and teaching methodology. We’re planning to run these modules in the academic year 2023/24. However, there may be changes to these modules in response to feedback, staff availability, student demand or updates to our curriculum. We’ll make sure to let you know of any material changes to modules at the earliest opportunity.

Courses

This module is offered on the following courses:

• Mathematics (research placement) MMath
• Mathematics MMath
• Mathematics with Data Science MMath
• Mathematics with Economics MMath
• Mathematics with Finance MMath
• Theoretical Physics MPhys