course-details-portlet

TIØ4317 - Empirical and Quantitative Methods in Finance

About

Examination arrangement

Examination arrangement: School exam
Grade: Letter grades

Evaluation Weighting Duration Grade deviation Examination aids
School exam 100/100 4 hours C

Course content

The course discusses the most common empirical approaches in financial econometrics. Topics include the models for descriptive statistics, regression analysis, quantile regression, principal component analysis, time series models, multivariate models, co-integration, volatility and correlation, regime switching models, panel data, discrete choice models, simulation. The course also includes a lecture on how to write empirical master thesis / academic papers.

Learning outcome

Position and function within the study program: This is an elective course in the 8. semester of the MTIØT program, and is part of the qualification for the specialization in Financial Engineering. It builds on TIØ4145 Corporate Finance. We make use of the knowledge gained in the compulsory courses in mathematics, statistics and information technology, and in TIØ4116 Microeconomics and Investment Analysis. The course fits well with TIØ4140 Project Evaluation and Financing. It contributes to the learning objective of the MTIØT program, point 4.1, Portfolio selection, Financial risk measurement and management, Financial econometrics. The course will convey the following knowledge: -The theoretical foundation regarding analysis of financial data, portfolio optimization and risk management, practical usage of software and databases, how to write empirical master thesis and academic papers. The course will give understanding of methods of analysing and processing of financial data using econometric models.

Learning methods and activities

Lectures and exercises. The students need to get excercies approved in order get acess to the exam. Detailed rules about exercises will be given with the start of semester. The course will be given in English. All material will be in English.

Compulsory assignments

  • Exercises

Further on evaluation

If there is a re-sit examination, the examination form may change from written to oral.

Specific conditions

Compulsory activities from previous semester may be approved by the department.

Course materials

Given at course start.

Credit reductions

Course code Reduction From To
FIN3002 7.5 AUTUMN 2007
MET3001 1.5 AUTUMN 2022
More on the course

No

Facts

Version: 1
Credits:  7.5 SP
Study level: Second degree level

Coursework

Term no.: 1
Teaching semester:  SPRING 2023

Language of instruction: English

Location: Trondheim

Subject area(s)
  • Technological subjects
  • Economics
Contact information

Examination

Examination arrangement: School exam

Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
Spring ORD School exam 100/100 C
Room Building Number of candidates
Summer UTS School exam 100/100 C
Room Building Number of candidates
  • * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.
Examination

For more information regarding registration for examination and examination procedures, see "Innsida - Exams"

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