Quantitative Methods for Finance (2235.YR.015768.1)
General information
Type: |
OBL |
Curs: |
1 |
Period: |
S semester |
ECTS Credits: |
null ECTS |
Teaching Staff:
Prerequisites
Basic Undergraduate Mathematics (Calculus, Linear Algebra, Optimization), Foundations of Finance.
Previous Knowledge
Basic Undergraduate Mathematics (Calculus, Linear Algebra), and Statistics.
Workload distribution
The total workload is about 16 hours.
Lectures are approximately 50% of the workload.
Self-study assignments approximately count for 30%.
The last 20%: devoted to questions and answers sessions.
COURSE CONTRIBUTION TO PROGRAM
Quantitative methods in Finance course is essential for students who would come to MSc in Finance from a non-quantitative discipline, as well as for those who have spent a year or more after the Bsc, working in the industry.
Quantitative methods cover most of the basic math techniques that will be required in the Finance MSc. In addition, it also ensures that all the students will have the same minimum knowledge in quantitative techniques.
Methodology
Lectures combine theoretical explanations, real-life examples, and applications of math in financial and non-financial contexts.
Assessment criteria
The evaluation criteria have one component: individual final open book exam. A minimum grade in the final exam of 4 out of 10 is required to pass the course.
In case a retake exam is needed, the final course grade will be 100% determined by the retake exam mark.
Bibliography
- Strang G. Introduction to Linear Algebra, Wellesley-Cambridge Press, 5/E, 2016.
- Calculus online textbook from MIT:
https://ocw.mit.edu/resources/res-18-001-calculus-online-textbook-spring-2005/textbook/
- Berk, J., De Marzo, P., Corporate Finance, Pearson -Prentice Hall, 3/E, 2014.Contribuciñon
