The module aims to provide a solid foundation of quantitative finance through the development of programming skills, involving numerical implementations,security investments and risk measurement with the relevant applications. It establishes a comprehensive and practical framework to integrate the theories of quantitative methods with financial applications in the context of security investments. The analytical skills are further developed/implemented, associated with computer programming.
A Demonstrate advanced numeracy and quantitative knowledge&skills B Conduct theoretical and practical analysis on financial data with computer programming C Perform theoretical and quantitative analysis involving securities/options D Implement technical/risk analysis of financial instruments and investment portfolios E Develop a backtesting framework by investment strategies using computer programming
Students are expected to attend two hours of formal lectures and two hours of supervised computer labs on a weekly basis.