Department: MSc Finance
Module Description: This module introduces students to quantitative techniques commonly used in analysing financial market data. It analyses criteria for guiding investment decisions, considers the measurement of asset risk and return and discusses statistical techniques of forecasting. Students learn simulation techniques and acquire necessary skills to analyse volatility in financial markets.
Allen, S.L. (2012). Financial risk management: a practitioner’s guide to managing market and credit risk. Wiley.
Hull, J.C. (2018). Risk management and financial institutions. 5th edn. Wiley.
Löeffler, G.J., Posch, PN. (2011). Credit risk modeling using Excel and VBA. 2nd edn. West Sussex: Wiley.
Saunders, A. & Allen, A. (2010). Credit risk measurement: in and out of the financial crisis: new approaches to value at risk and other paradigms. 3rd edn. Hoboken, NJ: John Wiley & Sons.
Van Deventer, D.R., Imai, K. and Mesler, M. (2013). Advanced financial risk management: tools and techniques for integrated credit risk and interest rate risk. 2nd edn. Wiley.