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.
The objective is that the student after the module possesses the necessary knowledge on:
The objective is that the student after the module possesses the necessary skills in:
The objective is that the student after the module possesses the necessary competences in:
For information see § 17.
|Name of exam||Quantitative Methods in Finance|
|Type of exam|
Oral exam based on a projectGroup examination with max. 3 students. The student may also choose to write the project alone
|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|
|Language of instruction||English|
|Location of the lecture||Campus Aalborg|
|Responsible for the module|
|Study Board||Study Board of Economics and Business Administration|
|Department||Aalborg University Business School|
|Faculty||Faculty of Social Sciences and Humanities|