# 2023/2024

## Content, progress and pedagogy of the module

The topics presented in this module will allow the student to derive efficient portfolio allocations, evaluate pricing of assets, and code their own solutions, among other things. The aim of the module is to provide the student with the tools necessary to conduct quantitative applications within the broad areas of finance.

This module provides important quantitative tools for successfully following several mandatory and elective modules. Several tools within mathematics and statistics, which are important for solving theoretical and empirical problems in finance, are presented.

The module also relies on the application of mathematical models in statistical software for the analysis of financial data.

### Learning objectives

#### Knowledge

The objective is that the student after the module possesses the necessary knowledge on:

• quantitative tools for financial applications and a solid understanding of how the most relevant mathematical and statistical techniques are applicable within a financial context.
• how to conduct empirical studies in the broad areas of finance using econometric techniques.
• how to properly apply relevant mathematical and statistical techniques in the finance discipline.

#### Skills

The objective is that the student after the module possesses the necessary skills in:

• applying mathematical, statistical, and econometric tools and methods to solve problems in the finance discipline.
• empirically testing financial theories.
• analyzing financial data using appropriate quantitative methods and utilizing their applications in statistical software.

#### Competences

The objective is that the student after the module possesses the necessary competences in:

• formulating and applying the relevant mathematical, and statistical methods discussed in the course.
• identifying appropriate mathematical or statistical techniques and tools to solve a particular financial problem.
• conducting empirical studies using financial data and properly testing theories and hypothesis.

### Type of instruction

For information see § 17.

## Exam

### Exams

 Name of exam Quantitative Methods in Finance Type of exam Oral exam based on a project Group examination with max. 3 students. The student may also choose to write the project alone ECTS 10 Assessment 7-point grading scale Type of grading External examination Criteria of assessment The criteria of assessment are stated in the Examination Policies and Procedures

 Danish title Kvantitative metoder i finansiering Module code KAFIN20224 Module type Project Duration 1 semester Semester Autumn ECTS 10 Language of instruction English Location of the lecture Campus Aalborg Responsible for the module Douglas Eduardo Turatti

## Organisation

 Study Board Study Board of Economics and Business Administration Department Aalborg University Business School Faculty Faculty of Social Sciences and Humanities