Quantitative Finance

Learning Outcomes

Subject Specific Intellectual and Research Skills

Having successfully completed this module you will be able to:

• apply adequate econometric methods to address questions on financial decision-making and market outcomes
• use adequate statistical software in the analysis of financial decisions and markets

Transferable and Generic Skills

Having successfully completed this module you will be able to:

• apply state of the art software for data analysis
• communicate quantitative reasoning in written form

Knowledge and Understanding

Having successfully completed this module, you will be able to demonstrate knowledge and understanding of:

• key advanced econometric methods to analyse financial markets and financial data
• the limitations and assumptions underlying methods in financial econometrics
• current issues, methods, and conclusions of empirical research on financial markets

Indicative list of topics covered in this module:

• empirical asset pricing using multifactor models
• factor/quantitative investing
• portfolio theory
• risk management and systemic risk
• machine learning methods in finance

The content of this module builds on that of Financial Econometrics and Financial Economics.

Lectures and masterclasses

Summative

This is how we’ll formally assess what you have learned in this module.

Referral

This is how we’ll assess you if you don’t meet the criteria to pass this module.

Repeat

An internal repeat is where you take all of your modules again, including any you passed. An external repeat is where you only re-take the modules you failed.