Programme And Module Handbook
Course Details in 2020/21 Session

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Module Title LM Quantitative Techniques in Finance
SchoolBirmingham Business School
Department Birmingham Business School
Module Code 07 14385
Module Lead Ziwen Bu
Level Masters Level
Credits 10
Semester Semester 2
Pre-requisites LM Financial Modelling Techniques - (07 26687)
Restrictions Available only to students on the MSc Investments and MSc Financial Management programmes

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%)
Reading List JC Hull, 2004, Futures, Options and Other Derivatives.
S Neftci, 2000, An Introduction to Mathematics of Financial Derivatives. 2nd ed. Academic Press.