Financial Portfolio Analysis (849G1)
15 credits, Level 7 (Masters)
Spring teaching
You will study topics such as valuation, options, asset pricing models, the Black-Scholes model, hedging and related MATLAB programming. These topics range from those essentials required to start working in the financial industry to more complex applications arising there.
Your background in mathematics and associated reasoning skills will help you to understand financial modelling. The programming element of this module aims to transform complicated aspects of these topics into manageable computations in a presentable format.
Teaching
67%: Lecture
33%: Practical
Assessment
100%: Written assessment (Dissertation)
Contact hours and workload
This module is approximately 150 hours of work. This breaks down into about 33 hours of contact time and about 117 hours of independent study. The University may make minor variations to the contact hours for operational reasons, including timetabling requirements.
We regularly review our modules to incorporate student feedback, staff expertise, as well as the latest research and teaching methodology. We鈥檙e planning to run these modules in the academic year 2024/25. However, there may be changes to these modules in response to feedback, staff availability, student demand or updates to our curriculum.
We鈥檒l make sure to let you know of any material changes to modules at the earliest opportunity.