Module Catalogues, Xi'an Jiaotong-Liverpool University   
Module Code: MTH404
Module Title: Statistical Methods in Finance
Module Level: Level 4
Module Credits: 5.00
Academic Year: 2019/20
Semester: SEM2
Originating Department: Mathematical Sciences
Pre-requisites: N/A
The aim of the course is train students with advanced statistical techniques required by modern finance, with focus on data analysis and interpretation of quantitative results of statistical models and inferences.
Learning outcomes 
On the successful completion of the module the students should be able to:

1. Understand, analyze, and apply advanced statistical techniques.

2. Summarize, analyze and interpret multivariate data, they will have a clear understanding of the logical link between multivariate techniques and corresponding univariate techniques, where appropriate.

3. Use multivariate techniques appropriately and use statistical techniques of multivariate analysis to summarize, analyze, and interpret complex sets of data.

4. Undertake standard multivariate hypothesis tests, analyze and draw appropriate conclusions.

5. Improve their key skills in written communication, numeracy, problem solving and information technology.

Method of teaching and learning 
Lectures and tutorials
Multivariate statistical analysis

Principal component analysis

Factor analysis

Variance and Covariance

Clustering analysis

Canonical correlation analysis

Parameter estimation

Delivery Hours  
Lectures Seminars Tutorials Lab/Prcaticals Fieldwork / Placement Other(Private study) Total
Hours/Semester 39     13      98  150 


Sequence Method % of Final Mark
1 Assignments 25.00
2 Class Test 15.00
3 Final Exam 60.00

Module Catalogue generated from SITS CUT-OFF: 12/10/2019 12:06:03 AM