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School of Economics and Finance

MTH792P - Financial Data Analytics

This module will provide students with a general understanding of current applications of data analytics to finance and in particular to derivatives and investment banking. It will introduce a range of analytical tools such as volatility surface management, yield curve evolution and FX volatility/correlation management. It will also provide students with a overview of some standard tools in the field such as Python, R, Excel/VBA and the Power BI Excel functionality. Students are not expected to have any familiarity with coding or any of the topics above as the module will develop these from scratch. It will provide students with the understanding of a field necessary to boost their careers in finance in roles such as trading, structuring, management, risk management and quantitative positions in investment banks and hedge funds.

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