Introduction to Financial Market Analysis
Computational Finance and Economic Agents (Centre for)
Postgraduate: Level 7
Thursday 06 October 2022
Friday 16 December 2022
13 July 2022
Requisites for this module
MSC N30312 Computational Finance,
MSC N35012 Algorithmic Trading
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.
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
||Main exam: In-Person, Open Book (Restricted), 120 minutes during Early Exams
||Reassessment 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.
Module supervisor and teaching staff
Dr Alexandros Voudouris, email: email@example.com.
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
Dr Anna Jordanous
University of Kent
Available via Moodle
Of 42 hours, 22 (52.4%) hours available to students:
20 hours not recorded due to service coverage or fault;
0 hours not recorded due to opt-out by lecturer(s).
Disclaimer: The University makes every effort to ensure that this information on its Module Directory is accurate and up-to-date. Exceptionally it can
be necessary to make changes, for example to programmes, modules, facilities or fees. Examples of such reasons might include a change of law or regulatory requirements,
industrial action, lack of demand, departure of key personnel, change in government policy, or withdrawal/reduction of funding. Changes to modules may for example consist
of variations to the content and method of delivery or assessment of modules and other services, to discontinue modules and other services and to merge or combine modules.
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.
The full Procedures, Rules and Regulations of the University governing how it operates are set out in the Charter, Statutes and Ordinances and in the University Regulations, Policy and Procedures.