Quantitative Finance
Module code: AF3008
Quantitative techniques play an important role in financial forecasting and decision-making. In this module, you will evaluate the use of common quantitative techniques in finance and accounting research. You will have the opportunity to analyse secondary data using appropriate statistical software packages or programming languages (e.g. Stata). You will demonstrate an understanding of how to apply the quantitative techniques discussed in the module to perform data analysis, and present and discuss the results. This module is a prerequisite if you want to take the AF3020 Research Project.
Topics covered:
- Quantitative data types
- Cross-sectional regression analysis
- Ordinary least squares (OLS) estimation
- OLS assumptions and associated tests
- Validation tests (e.g. T-test, R-squared, etc)