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Department: MSc Finance
Module Description: This module introduces students to quantitative techniques commonly used in analysing financial market data. It analyses criteria for guiding investment decisions, considers the measurement of asset risk and return and discusses statistical techniques of forecasting. Students learn simulation techniques and acquire necessary skills to analyse volatility in financial markets.
- Aczel, A. D. (2012). Complete business statistics. 8th edn. Boston: McGraw Hill.
- Benninga, S. (2014). Financial modeling. 4th edn. Cambridge: MIT Press.
- Brooks, C. (2014). Introductory econometrics for finance. 3rd edn. Cambridge: Cambridge University Press
- DeFusco, R. A., McLeavey, D. W., Pinto, J. E. and Runkle, D. E. (2015). Quantitative investment analysis. Hoboken, New Jersey: Wiley.
- Gujrati, D. and Porter, D. (2009). Basic econometrics. 5th edn. Boston: McGraw Hill
- McClave, J., Benson, G. and Sincich, T. (2017). Statistics for business & economics. 13th edn. Boston: Pearson.
- Rachev, S., Hoechstoetter, M. and Focardi, S. (2010). Probability and statistics for finance. Hoboken, NJ: John Wiley & Sons.
- SPSS Manual