Financial Data Analytics

Module code: MTH792P

Credits: 15.0
Semester: SEM2

Contact: Dr Sebastian Del Bano Rollin

This module will provide students with a general understanding of current applications of Data Analytics to the Finance and in particular to derivatives and investment banking.
It will revolve around problems that will be explained as part of the module delivery such as volatility surface management, yield curve evolution and FX volatility/correlation management.
It will 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.

Connected course(s): UDF DATA
Assessment: 100.0% Examination
Level: 7