Department: MSc Finance & Risk Management
Module Description: This module introduces students to quantitative techniques commonly used in analysing financial market data whether it is primary or secondary data. Student will learn how to conduct a quantitative research using surveys or secondary financial data. Upon completion of the module, student will learn solid econometric techniques such linear regression, logistic regression, forecasting and non-parametric techniques such as bootstrapping. Moreover, student will be able to individually conduct a complete and an independent research whether it is based on primary or secondary data.
Brooks, C. (2020). Introductory econometrics for finance. 4th ed. Cambridge University Press. 3rd edition available
Gujrati, D., Porter, D. (2009). Basic econometrics. 5th ed. McGraw Hill.
Benninga, S., & Mofkadi, T. (2022). Financial modelling. 5th ed. MIT Press. 4th edition available
Aljandali, A., & Tatahi, M. (2018). Economic and Financial Modelling with EViews: A Guide for Students and Professionals. Springer.
