- Module code: IB9X6
- Module name: Quantitative Methods for Finance
- Department: Warwick Business School
- Credit: 15
Module content and teaching
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.
|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%|
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