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

The details
2022/23
Computational Finance and Economic Agents (Centre for)
Colchester Campus
Autumn
Postgraduate: Level 7
Current
Thursday 06 October 2022
Friday 16 December 2022
15
13 July 2022

 

Requisites for this module
(none)
(none)
(none)
(none)

 

BE361

Key module for

MSC N30312 Computational Finance,
MSC N35012 Algorithmic Trading

Module description

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.

Module aims

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.


Module learning outcomes

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.

Module information

No additional information available.

Learning and teaching methods

Lectures will be followed by a lab session where the ideas will be put into practice using Matlab.

Bibliography

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 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

Coursework Exam
30% 70%

Reassessment

Coursework Exam
30% 70%
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

 

Availability
Yes
No
Yes

External examiner

Dr Anna Jordanous
University of Kent
Senior Lecturer
Resources
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).

 

Further information

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