BE314-5-AP-CO:
Financial Modelling

The details
2019/20
Essex Business School
Colchester Campus
Autumn & Spring
Undergraduate: Level 5
Current
Thursday 03 October 2019
Friday 20 March 2020
15
01 July 2019

 

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

 

BE333, BE937

Key module for

BSC N420JS Accounting and Finance,
BSC N390JS Banking and Finance

Module description

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.

Module aims

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

Module learning outcomes

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

Module information

No additional information available.

Learning and teaching methods

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

Bibliography

  • 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.

Overall assessment

Coursework Exam
40% 0%

Reassessment

Coursework Exam
40% 60%
Module supervisor and teaching staff
Mark Hallam
ebsugcol@essex.ac.uk

 

Availability
No
No
No

External examiner

No external examiner information available for this module.
Resources
Available via Moodle
No lecture recording information available for this module.

 

Further information
Essex Business School

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.