Financial Portfolio Analysis (849G1)
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Financial Portfolio Analysis
Module 849G1
Module details for 2025/26.
15 credits
FHEQ Level 7 (Masters)
Module Outline
You will study valuation, options, asset pricing models, the Black-Scholes model, hedging and related MATLAB programming. These topics range from the essentials needed to start working in the financial industry to more complex application problems. Your background of mathematics and reasoning skills will help you to understand financial modelling. The programming element of this module aims to translate complicated computations into a manageable and presentable format.
Module learning outcomes
Explain the specialised use of a range of mathematical models in finance.
Explain basic financial concepts.
Use programming skills to implement investment ideas.
Analyse and provide a solution to a real world investment project.
Use mathematics methods to solve financial problems.
Do independent reading and write summarizing reports on specific financial topic in the field.
| Type | Timing | Weighting |
|---|---|---|
| Dissertation (3000 words) | Semester 2 Assessment Week 2 Fri 16:00 | 100.00% |
Timing
Submission deadlines may vary for different types of assignment/groups of students.
Weighting
Coursework components (if listed) total 100% of the overall coursework weighting value.
| Term | Method | Duration | Week pattern |
|---|---|---|---|
| Spring Semester | Lecture | 2 hours | 11111111111 |
| Spring Semester | Practical | 1 hour | 11111111111 |
How to read the week pattern
The numbers indicate the weeks of the term and how many events take place each week.
Dr Kirsten Leslie
Assess convenor, Convenor
/profiles/245989
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