Programme And Module Handbook
 
Course Details in 2018/19 Session


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Module Title LM Financial Modelling and Forecasting Techniques
SchoolBirmingham 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%)
Other
Reading List