AF4S997 - Quantitative Methods for Finance and Risk Management 01 Sep 2019 - 30 Aug 2027 | Version 1
Associated Module Information
| Module Code: | AF4S997 | ||
|---|---|---|---|
| Module Title: | Quantitative Methods for Finance and Risk Management | ||
| Faculty: | Faculty of Business and Creative Industries | ||
| Faculty Group: | Accounting and Finance | ||
| Faculty Sub Group: | Accounting and Finance | ||
| Module Leader: | Jia Cao | ||
| Module Team: | Donald Amuah, Liam Hutchinson, Jared Davies | ||
| First Intended Intake: | SEP 2019 | Final Year of Intake: | |
| Date Closed: | |||
| Credit Value: | 20 | Credit Level: | 7 |
| Language: | English | ||
| Percentage of Module Taught in Welsh: | 0 | ||
| Equivalent Module: | |||
| HECOS codes: | 100835 - financial risk | ||
| HECOS Code Weighting: | 100 | ||
Document Version Information
| Version | 1 |
|---|---|
| Valid From | 01 Sep 2019 |
| Valid To | 30 Aug 2027 |
Module Aims
To equip students with knowledge in mathematics, statistics and data analysis skills in finance. To develop the critical knowledge and skills needed to apply quantitative models and forecasting techniques to be able to price financial assets and manage financial risks.
Content Summary
Financial arithmetic.
Descriptive and inferential statistics in finance.
OLS linear regression.
Financial risk management techniques. Forecasting techniques.
Financial asset pricing models
Learning and Teaching Methods
| Activity Type | Hours |
|---|---|
| Demonstration | 20 |
| Practical classes and workshops | 20 |
| Independent Study | 80 |
| Directed Study | 80 |
| Total Hours Selected | 200 |
Learning Outcomes
| # | Learning Outcome |
|---|---|
| LO1 | Able to apply data analysis knowledge and skills to measure financial risks and to develop risk management strategies. |
| LO2 | Able to estimate CAPM model using OKS method and apply the model in stock valuation. |
Module Requisites
N/A
Assessment Criteria
| Assessment Category | Assessment Type | Description | Duration | Word Count | Weight (%) | Best of? | Pass Mark |
|---|---|---|---|---|---|---|---|
| Written Assignment (CW) | Report (CW) 2 | Estimate a stock’s extrinsic value using asset pricing model. | 0 | 3000 | 50 | No | 40 |
| Written Assignment (CW) | Report (CW) 1 | strategiesAssess financial risks based on data analysis and make decisions on risk management. | 0 | 3000 | 50 | No | 40 |
Assessment Matrix
| Assessment Type | Learning Outcomes | ||
|---|---|---|---|
| LO1 | LO2 | ||
| Report (CW) 2 | ✔ | ✔ | |
| Report (CW) 1 | ✔ | ✔ | |