This subject explores the essential quantitative skills required in today’s financial markets. It covers key techniques and concepts applicable to the financial services industry, including data analysis, correlation, regression, risk and return factor analysis, portfolio construction and optimization, measurement and factor attribution. It compares and contrasts a number of techniques and models, evaluating their strengths and limitations.
This subject is a compulsory subject for the Master of Applied Finance qualification.
This is a compulsory subject in the investment management and financial analysis majors.