BE314-5-SP-CO:
Financial Modelling
2021/22
Essex Business School
Colchester Campus
Spring
Undergraduate: Level 5
Current
Monday 17 January 2022
Friday 25 March 2022
15
04 October 2021
Requisites for this module
BE300 or EC111 or IA712
(none)
BE313
(none)
BE333, BE937
BSC N420 Accounting and Finance,
BSC N422 Accounting and Finance (Including Placement Year),
BSC NN43 Accounting and Finance (Including Foundation Year),
BSC NNK3 Accounting and Finance (Including Year Abroad),
MACCN440 Accounting and Finance,
MACCN441 Accounting and Finance (Including Placement Year),
MACCN442 Accounting and Finance (Including Year Abroad),
BSC N390 Banking and Finance,
BSC N391 Banking and Finance (Including Foundation Year),
BSC N392 Banking and Finance (Including Placement Year),
BSC NH90 Banking and Finance (Including Year Abroad),
BSC N300 Finance,
BSC N301 Finance (Including Foundation Year),
BSC N302 Finance (Including Year Abroad),
BSC N304 Finance (Including Placement Year),
BSC N344 Finance and Management,
BSC N345 Finance and Management (Including Year Abroad),
BSC N346 Finance and Management (Including Placement Year),
BSC N347 Finance and Management (Including Foundation Year)
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.
• 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
There shall be weekly two-hour lectures and weekly online lab class workshops. During the workshops you will be taken through examples using the EViews software package. 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.
This module does not appear to have a published bibliography for this year.
Assessment items, weightings and deadlines
| Coursework / exam |
Description |
Deadline |
Coursework weighting |
| Coursework |
EXCEL ASSIGNMENT |
|
|
| Exam |
Main exam: 24hr during Summer (Main 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 Ming-Tsung Lin, email: m.t.lin@essex.ac.uk.
Dr Ming-Tsung Lin
ebsugcol@essex.ac.uk
Yes
Yes
No
Dr Jaideep Oberoi
SOAS University of London
Senior Lecturer in Finance
Available via Moodle
Of 2077 hours, 20 (1%) hours available to students:
2057 hours not recorded due to service coverage or fault;
0 hours not recorded due to opt-out by lecturer(s).
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