Module Details

CF961-7-AU-CO: Introduction To Financial Market Analysis

Year: 2016/17
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

Staff
Supervisor: Dr John O'Hara
Teaching Staff: Dr John O'Hara
Contact details: 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
Autumn Spring Summer

Module Description

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.

Assessment

30 per cent Coursework Mark, 70 per cent Exam Mark

Coursework

Test, weighting = 30%, taken in week 7.

Other information

STUDENTS SHOULD NOTE THAT THIS MODULE INFORMATION IS SUBJECT TO REVIEW AND CHANGE

Bibliography

  • 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.