This unit has two key components. The first half covers aspects of theoretical and empirical financial modelling, including modelling the stock price behaviour, consumption-based asset pricing models, multifactor models, two beta, ICAPM, intertemporal asset pricing models, mean-variance frontier and beta representations, bayesian alphas and mutual fund persistence, a bayesian and bootstrap analysis, performance measures of the hedge fund returns. The second half covers technical skills in building Excel models to solve problems in Finance. The aim is to bridge the gap between financial theory and practice. To achieve this, students will learn modelling skills in Excel and be introduced to... -- Course Website
Prerequisites: Students must be enrolled in course 0181 or 0171 or 4416 to undertake this unit.
