BE314-5-FY-KS:
Financial Modelling
2020/21
Essex Business School
Kaplan Singapore
Full Year
Undergraduate: Level 5
Current
Thursday 08 October 2020
Friday 02 July 2021
15
03 June 2020
Requisites for this module
(none)
(none)
(none)
(none)
BE333, BE937
BSC N420JS Accounting and Finance,
BSC N420NS Accounting and Finance,
BSC N390JS Banking and Finance,
BSC N390NS Banking and Finance
This module introduces students to quantitative methods that can be used to empirically analyse some of the theories introduced during other finance modules on their programmes, including asset pricing, portfolio analysis and corporate finance. With extensive use of appropriate quantitative software (EViews) students will be able to use real data to analyse financial models. An important component of the module involves using classical statistical concepts to test hypotheses relating to financial models.
The aims of the module are:
• To familiarise students with techniques for handling financial data
• To build a bridge between financial theories and practice
• To introduce students to regression analysis with financial applications
On successful completion of the module, students will be able to:
• Understand the principles of regression analysis and hypothesis testing
• Appropriately apply and interpret regression models
• Conduct appropriate hypothesis tests of financial models
• Examine and manipulate data using EViews
• Estimate financial models using EViews
Skills for Your Professional Life (Transferable Skills)
The module is geared towards building up or enhancing the following transferable skills:
• Fluency in data download, manipulation and statistical analysis
• Ability to run basic statistical models and interpret and present findings
• Obtain knowledge of additional issues in regression analysis that will allow you to appropriately apply these methods in a wider range of situations
Overall assessment
Coursework / Exam
The assessment for this Module is split between an exam and a take-home assignment. The assignment shall be weighted 40% while the exam shall be weighted 60%.
There shall be weekly two-hour lectures and weekly one-hour workshops. During the workshops you will be taken through examples using EViews.
Each workshop shall consist of a number of tasks that relate to the preceding lectures and are designed both to give students an opportunity to apply the methods covered in the lecture and also improve their understanding of them.
Although teaching staff will be available to answer queries you will nevertheless be expected to work independently during these workshops. Should you fail to complete all tasks for a given workshop you are advised to continue with the tasks in your own time. If you continue to have difficulties you should make use of the lecturers’ office
- Mark W. Stock; James H. Watson. (2019) Introduction to Econometrics, Harlow: Pearson Education Limited.
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 |
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 Mark Hallam, email: mark.hallam@essex.ac.uk.
Mark Hallam & Ming-Tsung Lin
ebsugcol@essex.ac.uk
No
No
No
No external examiner information available for this module.
Available via Moodle
No lecture recording information available for this module.
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The University will endeavour to keep such changes to a minimum, and will also keep students informed appropriately by updating our programme specifications and module directory.
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