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Module Title	LM Quantitative Techniques in Finance
School	Birmingham Business School
Department	Finance
Module Code	07 14385
Module Lead	Ziwen Bu
Level	Masters Level
Credits	10
Semester	Semester 2
Pre-requisites	LM Financial Modelling Techniques - (07 26687)
Co-requisites
Restrictions	Available only to students on the MSc Investments and MSc Financial Management programmes
Exclusions
Description	The module aims to provide students with an understanding of the quantitative techniques and theoretical models commonly found in the finance literature and to prepare them for a quantitative, empirical dissertation. It builds on the material taught in the FMFT course in term 1.
Learning Outcomes	By the end of the module the student should be able to: specify, estimate and evaluate regression models in the finance field; apply techniques including limited dependent variables, panel data and sample selection methods; demonstrate comprehensive knowledge and understanding of, and be able to test theoretical models of, insurance premia, financial game theory, real options valuation, and others.
Assessment	14385-01 : Class Test : Class Test (25%) 14385-02 : Examination : Exam (Centrally Timetabled) - Written Unseen (75%)
Assessment Methods & Exceptions	A 1-hour test (25%) and a 2-hour closed book examination (75%)Reassessment: a 2-hour closed book examination (100%)
Other
Reading List	S Neftci, 2000, An Introduction to Mathematics of Financial Derivatives. 2nd ed. Academic Press. JC Hull, 2004, Futures, Options and Other Derivatives.