CF961-7-AU-CO:
Introduction to Financial Market Analysis
2023/24
Computational Finance and Economic Agents (Centre for)
Colchester Campus
Autumn
Postgraduate: Level 7
Current
Thursday 05 October 2023
Friday 15 December 2023
15
13 July 2022
Requisites for this module
(none)
(none)
(none)
(none)
BE361
MSC N30312 Computational Finance,
MSC N35012 Artificial Intelligence in Finance
This module will introduce students to financial markets as well as providing a detailed introduction to the quantitative methods that is required for 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.
The aims of this module are to introduce students to financial markets and provide a detailed introduction to quantitative methods which are a pre-requisite to other CFFEA modules.
After completing this module students will be expected to:
1. Describe financial markets and the quantitative methods required.
2. Understand markets such as equities, bonds, interest rates, forwards, futures and foreign exchange.
3. Apply calculus and statistical methods to finance.
4. Understand simple options.
5. Understand Stochastic methods and the Black-Scholes equation.
No additional information available.
Lectures will be followed by a lab session where the ideas will be put into practice using Matlab.
-
Hull, J. (2018) Options, futures, and other derivatives. Tenth Edition. New York: Pearson Education.
The above list is indicative of the essential reading for the course.
The library makes provision for all reading list items, with digital provision where possible, and these resources are shared between students.
Further reading can be obtained from this module's
reading list.
Assessment items, weightings and deadlines
| Coursework / exam |
Description |
Deadline |
Coursework weighting |
| Coursework |
Progress Test |
|
100% |
| Exam |
Main exam: In-Person, Open Book (Restricted), 120 minutes during Early Exams
|
| Exam |
Reassessment Main exam: In-Person, Open Book (Restricted), 120 minutes during September (Reassessment Period)
|
Exam format definitions
- Remote, open book: Your exam will take place remotely via an online learning platform. You may refer to any physical or electronic materials during the exam.
- In-person, open book: Your exam will take place on campus under invigilation. You may refer to any physical materials such as paper study notes or a textbook during the exam. Electronic devices may not be used in the exam.
- In-person, open book (restricted): The exam will take place on campus under invigilation. You may refer only to specific physical materials such as a named textbook during the exam. Permitted materials will be specified by your department. Electronic devices may not be used in the exam.
- In-person, closed book: The exam will take place on campus under invigilation. You may not refer to any physical materials or electronic devices during the exam. There may be times when a paper dictionary,
for example, may be permitted in an otherwise closed book exam. Any exceptions will be specified by your department.
Your department will provide further guidance before your exams.
Overall assessment
Reassessment
Module supervisor and teaching staff
Dr Alexandros Voudouris, email: alexandros.voudouris@essex.ac.uk.
Dr Alexandros Voudouris
School Office, email: csee-schooloffice (non-Essex users should add @essex.ac.uk to create full e-mail address), Telephone 01206 872770
Yes
No
Yes
Dr Anna Jordanous
University of Kent
Senior Lecturer
Available via Moodle
Of 39 hours, 20 (51.3%) hours available to students:
18 hours not recorded due to service coverage or fault;
1 hours not recorded due to opt-out by lecturer(s), module, or event type.
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