Module code: AFE7020-A
This module provides you with the conceptual understanding and core technical skills in the fields of mathematics, econometrics and statistics that enable you to pursue advanced specialist study in finance. The module provides you with the applied skills, including statistical computing skills, which would be useful for future roles as finance professionals.
Interest rates and asset returns;
Presentation of data and descriptive statistics;
Probability distributions: Applications to asset returns;
Non-normality and non-stationarity in asset returns;
Statistical inference: Confidence intervals and hypothesis testing;
Regression analysis; Deviations from the Classical Linear Regression Model;
Time-series analysis; Unit Roots and Stationarity in Time Series;
Calculus applied to finance;