Financial Analytics

This course is designed for the M.Sc. Programme in Mathematics. This course focuses on the study of multiple and granular views of the real world's financial data and use it to gain insight and take action through the lens of statistical/mathematical/computational modelling together with computing software, e.g., MATLAB, Python and/or R. The aim of this course is to provide students with practical skills relating to financial modelling and the quantitative analysis of financial data and issues. Students will become familiar with essential topics/case-studies selected from, but not limited to, including, Mathematical Finance, Portfolio and Risk Management, Optimization Methods in Finance, Financial Forecasting, Numerical and Computational Financial Methods and Financial Management.