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Courses / Modules / MANG6299 Quantitative Finance

Quantitative Finance

When you'll study it
Semester 1
CATS points
ECTS points
Level 7
Module lead
Paulo Regis
Academic year

Module overview

The purpose of this module is to provide you with the necessary skills to undertake quantitative research in finance. In particular, we focus on analysing financial markets and firms’ investment and financing decisions. Lectures will introduce a broad range of topics (e.g. ARCH/GARCH). 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. The module is a compulsory module on the MSc Finance. The module introduces empirical methods used in finance and is a prerequisite for Advanced Time Series Modelling in the 2nd semester. In particular, cross-sectional, panel and time series methods are introduced and applied to financial data. The module will introduce methods developed in econometrics and apply these methods to financial data. The module will stress the relationship between finance, econometrics and statistics. The module will only be offered on the MSc Finance. The module provides an introduction to time series modelling, which will be extended in the optional module Advance Time Series Modelling (MANG6297).