The module aims to provide a solid foundation of quantitative finance through the development of application and problem-solving skills, involving numerical implementations, security investments and risk measurement with real-world examples. 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. Apply advanced numeracy and quantitative knowledge&skills to solve real-world problems in quantitative finance B. Critically analyze and interpret financial data through the application of theoretical frameworks and advanced computer programming techniques C. Design and perform theoretical and quantitative analysis involving securities/options D. Design and implement technical/risk analysis of financial instruments and investment portfolios E. Develop and apply backtesting analysis on 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.