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