The module will introduce you to various topics drawn from the modern empirical finance literature and to the underlying econometric techniques used to evaluate alternative models of the dynamics of asset prices and returns. Knowledge of basic econometrics (such as that covered by ECON6068 Quantitative Economics) is a pre-requisite. Software such as EViews or R will be used to give practical illustrations. Successful completion of this module is of particular value if you intend to prepare an empirical dissertation involving financial applications as the final component of your MSc programme.
The module will introduce you to various topics drawn from the modern empirical finance literature and to the underlying econometric techniques used to evaluate alternative models of the dynamics of asset prices and returns. Knowledge of basic econometrics (such as that covered by ECON6004 Quantitative Methods) is a pre-requisite. Software such as EViews or R will be used to give practical illustrations. Successful completion of this module is of particular value if you intend to prepare an empirical dissertation involving financial applications as the final component of your MSc programme.
Financial Econometrics 1 provides you with the necessary skills to undertake quantitative research in finance. Lectures will introduce a broad range of topics (e.g. regression). However, you will discover that by understanding and applying some basic concepts various issues can be analysed in a similar manner. In particular, we will introduce basic theoretical concepts developed in statistics and econometrics. Understanding the main theoretical methods is essential to appreciate the analytical tools and their applications to finance. Tutorials take place in labs where you will be able to conduct your own research via the software EViews. The module introduces empirical methods used in finance and is a prerequisite for Financial Econometrics 2 in the 2nd semester.
Financial Econometrics 1 provides you with the necessary skills to undertake quantitative research in finance. Lectures will introduce a broad rang...
The module is intended to build on Financial Econometrics 1 and offers a deep understanding to undertake empirical research in finance. Lectures will cover topics from introductory level to more advanced econometrics material. The students will learn how to use the EViews software through practical examples, and be able to conduct their own empirical research via the software.
The module is intended to build on Financial Econometrics 1 and offers a deep understanding to undertake empirical research in finance. Lectures wi...
This module will provide students with a solid understanding of key concepts, tools and insights of financial economics. Upon completion, students should be confident in using standard techniques to address issues like the functions and functioning of financial markets, and their efficiency properties, as well as be able to deal with standard application of financial theory to equity and bond pricing.
This module will provide students with a solid understanding of key concepts, tools and insights of financial economics. Upon completion, students ...
This module provides a deep insight in some key theories and topics in Financial Management. The module looks at how firms and corporation manage financial investment and decisions in the long term and short term. The module will discuss topics ranging from how firms evaluate financial performance, decision regarding investment in capital, how firms decide in dividend policy.
This module provides a deep insight in some key theories and topics in Financial Management. The module looks at how firms and corporation manage f...
