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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

## Module will run

Occurrence Teaching cycle
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.

• 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)
Quantitative Methods for Finance
3 hours 100

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.