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Quantitative Methods for Finance - MAN00134M

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  • Department: The York Management School
  • Module co-ordinator: Dr. Alexandra Da Costa Dias
  • Credit value: 20 credits
  • Credit level: M
  • Academic year of delivery: 2023-24
    • See module specification for other years: 2024-25

Module will run

Occurrence Teaching period
A Semester 1 2023-24

Module aims

The module covers a range of concepts in statistics and mathematics, aiming to provide students with necessary background knowledge for studying topics in finance at postgraduate level. There is a strong practical aspect involving analysing financial data and communicating the corresponding results and conclusions.

Module learning outcomes

After successful completion of the module students will able to:

Subject content

  • An introduction into essential mathematics for financial analysis.

  • Apply mathematical and statistical methods to solve apposite problems in finance.

  • Use probabilistic concepts to define and understand existing financial models;

  • Use statistical knowledge to critically discuss statistical results and conduct your own statistical analyses of financial data;

  • Use software (Excel, Eviews, R or other) to perform statistical analysis in finance.

Academic and graduate skills

  • Present analyses of financial data in a logical, rigorous, and concise way;

  • Conduct logical reasoning from assumptions to conclusion;

  • Critically assess assumptions necessary to draw certain conclusions.

Module content

  • An introduction to Mathematics for Finance analysis.

  • Probability concepts: random variables, probability distributions and moments.

  • Statistical concepts: summary statistics, point estimation, confidence intervals and hypothesis testing.

  • Linear regression analysis.

  • Other forms of Regression analysis.

Assessment

Task Length % of module mark
Closed/in-person Exam (Centrally scheduled)
Closed Exam - Quantitative Methods for Finance		 3 hours 100

Special assessment rules

None

Reassessment

Task Length % of module mark
Closed/in-person Exam (Centrally scheduled)
Quantitative Methods for Finance Closed-book exam		 3 hours 100

Module feedback

Feedback will be given in accordance with the University Policy on feedback in the Guide to Assessment as well as in line with the School policy.

Indicative reading

Wooldridge, J. (2014) Introductory Econometrics: A Modern Approach, Europe, Middle East and Africa edition, Cengage Learning.

Brooks, C. (2019) Introductory Econometrics for Finance, Cambridge University Press


The information on this page is indicative of the module that is currently on offer. The University is constantly exploring ways to enhance and improve its degree programmes and therefore reserves the right to make variations to the content and method of delivery of modules, and to discontinue modules, if such action is reasonably considered to be necessary by the University. Where appropriate, the University will notify and consult with affected students in advance about any changes that are required in line with the University's policy on the Approval of Modifications to Existing Taught Programmes of Study.