CF961-7-AU-CO: Introduction To Financial Market Analysis
Department: Centre for Computational Finance and Economic Agents
Essex credit: 15
ECTS credit: 7.5
Available to Study Abroad / Exchange Students: No
Full Year Module Available to Study Abroad / Exchange Students for a Single Term: No
Outside Option: No
Dr John O'Hara
Dr John O'Hara
School Office, email: csee-schooloffice (non-Essex users should add @essex.ac.uk to create full e-mail address), Telephone 01206 872770
|Module is taught during the following terms
This module will introduce students to financial markets as well as providing a detailed introduction to the quantitative methods that are a pre-requisite to other CCFEA modules.
Students are introduced to financial markets such as equities, bonds, interest rates, forwards, futures and foreign exchange. Applications of calculus and statistical methods to finance are presented. Simple options (European calls and puts) are described, together with an introduction to stochastic methods and the Black-Scholes equation.
On completion students will have a knowledge of financial markets, a practical understanding of important quantitative methods, and knowledge of derivatives and the Black-Scholes Equation.
Learning and Teaching Methods
Lectures will be followed by a lab session where the ideas will be put into practice using Matlab.
30 per cent Coursework Mark, 70 per cent Exam Mark
Test, weighting = 30%, taken in week 7.
STUDENTS SHOULD NOTE THAT THIS MODULE INFORMATION IS SUBJECT TO REVIEW AND CHANGE
- 1) Quantitative Methods in Finance, T.J. Watsham and K. Parramore, Thomson, 1997.
- 2) Option, Futures and Other Derivatives, J. Hull, 7th Edition Prentice Hall, 2008.