Module Convenor: FITCH
This module gives students training and revision tools required to undertake the CFA level 1 exam. The training, supplied by Fitch Training, will include lectures and e-resources techniques of regression analysis, which will be extended to encompass financial data modelling. The module will also cover the techniques of time series modelling. It will begin by analysing classical linear stochastic models that are formulated in discrete time. It will proceed to analyse models in continuous time that are a feature of modern financial analysis.
This module is part of a pathway open to students in MSc Finance, MSc Investment Banking and MSc Behavioural Finance and is combined with a 30 credit dissertation (i.e. a shorter dissertation than that required for students not on the pathway). Students not on the CFA pathway who are thinking of taking the CFA level 1 exam may attend this module (subject to paying a top-up fee), for these students the module will not count toward their MSc marks but will simply prepare them for the CFA exam
Assessment: 100.0% Examination