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Module Title
LM Financial Modelling and Forecasting Techniques
School
Birmingham Business School
Department
Birmingham Business School
Module Code
07 29738
Module Lead
Dr Theo Panagiotidis
Level
Masters Level
Credits
20
Semester
Semester 1
Pre-requisites
Co-requisites
Restrictions
Singapore Institute of Management
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 students should be able to:
Specify, estimate and evaluate regression models in the finance field.
Apply the techniques including limiting dependent variables, panel data, sample selection methods and others
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
29738-01 : Closed Book Examination : Exam (School Arranged) - Written Unseen (75%)
29738-02 : 1 Hour Test : Class Test (25%)
Assessment Methods & Exceptions
Assessment: 1 hour test (25%) and a 3 hour closed book examination (75%)
Reassessment: 3 hour exam (100%)