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IB9X6 - Quantitative Methods for Finance

  • Module code: IB9X6
  • Module name: Quantitative Methods for Finance
  • Department: Warwick Business School
  • Credit: 15

Content and teaching | Assessment | Availability

Module content and teaching

Principal aims

To provide students with an in-depth understanding of and key skills in: i) Probability theory and Basic Statistical Analysis; ii) Calculus and constrained optimisation theory applied to finance; iii) Matrix and vector algebra; iv) An introduction to EXCEL and EVIEWS.

Principal learning outcomes

"Subject knowledge/Key Skills: Comprehensively understand and carry out basic probability calculations, statistical hypothesis tests, describe distributions; Solve constrained multivariate optimisation problems and using matrix algebra. Cognitive Skills: Be quantitatively “able”- in other words to be aware of quantitative methods and statistical techniques to apply in any given situation when analysing financial data. Subject specific/Professional Skills: Carry out and interpret bivariate regression analysis; Use EXCEL to manipulate, transform and plot financial data. Use EVIEWS to perform bivariate regression analysis."

Timetabled teaching activities

Total contact hours: 30 hrs. Lectures (over duration of course): 10 x 2 hour lectures. Seminars (over duration of course): 10 x 1 hour seminars. Module duration (weeks, if applicable): 10 week.

Departmental link

Module assessment

Assessment group Assessment name Percentage
15 CATS (Module code: IB9X6-15)
D1 (Assessed/examined work) Group Project Evaluation 25%
  2 hour examination (January) 75%
D2 (Assessed/examined work) Group Project (London) 25%
  Examination (held in London) 75%

Module availability

This module is available on the following courses:

  • MSc in Finance (N300) - Year 2
  • Postgraduate Taught Finance with Behavioural Science (N301) - Year 2
  • MSc in Finance (Part-Time, Evening Study) (N302) - Year 2
  • Postgraduate Behavioural Finance (N304) - Year 1
  • Postgraduate Behavioural Finance (N304) - Year 2
  • Postgraduate Behavioural Finance (N304) - Year 3
  • Postgraduate Behavioural Finance (N304) - Year 4
Optional Core