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Unit information: Quantitative Methods for Finance and Investment in 2021/22

Unit name Quantitative Methods for Finance and Investment
Unit code EFIMM0005
Credit points 15
Level of study M/7
Teaching block(s) Teaching Block 1 (weeks 1 - 12)
Unit director Dr. Rubio
Open unit status Not open
Pre-requisites

None

Co-requisites

None

School/department School of Accounting and Finance
Faculty Faculty of Social Sciences and Law

Description including Unit Aims

This unit introduces the econometric techniques most used in finance including multivariate regression methods and time series analysis. This will assist students in the understanding of applied studies in finance. Further, this unit will prepare students for a range of optional units in the Spring Term and their dissertation in the summer.

Intended Learning Outcomes

By the end of the course, students will be able to:

  1. Identify, describe and correctly categorise the different types of data sets common in finance;
  2. Critically assess various empirical methods in finance;
  3. Evaluate the limitations of such quantitative methods and their potential fixes;
  4. Critically map different datasets with adequate quantitative methods;
  5. Explain the economic interpretation of empirical findings.

Teaching Information

Teaching will be delivered through a combination of synchronous and asynchronous sessions including lectures, tutorials, drop-in sessions, discussion boards and other online learning opportunities

Assessment Information

This unit will be assessed by 100% exam

Resources

If this unit has a Resource List, you will normally find a link to it in the Blackboard area for the unit. Sometimes there will be a separate link for each weekly topic.

If you are unable to access a list through Blackboard, you can also find it via the Resource Lists homepage. Search for the list by the unit name or code (e.g. EFIMM0005).

How much time the unit requires
Each credit equates to 10 hours of total student input. For example a 20 credit unit will take you 200 hours of study to complete. Your total learning time is made up of contact time, directed learning tasks, independent learning and assessment activity.

See the Faculty workload statement relating to this unit for more information.

Assessment
The Board of Examiners will consider all cases where students have failed or not completed the assessments required for credit. The Board considers each student's outcomes across all the units which contribute to each year's programme of study. If you have self-certificated your absence from an assessment, you will normally be required to complete it the next time it runs (this is usually in the next assessment period).
The Board of Examiners will take into account any extenuating circumstances and operates within the Regulations and Code of Practice for Taught Programmes.

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