Financial Modelling

Module code: MN7024

This module covers the methods used in applied financial modelling, and you'll explore how quantitative techniques can be employed to analyse financial information and aid decision making. Statistical software packages will be used in order to address econometric problems, and you'll learn how to analyse numerical information, construct and evaluate quantitative data, and recognise the limitations of quantitative analysis.

Topics covered

Data handling and summary statistics
Probability distributions, hypothesis testing and confidence intervals
Correlation analysis
Simple and multiple regressions
Heteroscedasticity and residual autocorrelation
Single and multiple equation time series regressions
Financial volatility
Panel data models