Quantitative Methods in Finance
Key Facts
Lecture (2 SWS) + Exercise class (2 SWS); every semester
5 ECTS
Content
- Introduction to empirical analysis of financial data
- Cross-sectional, time series and panel regressions in Stata
- Logit and probit regressions in Stata
- Stata programming and automation as well as advanced commands
- Numerical methods in VBA
- Valuation of derivatives using simulation in VBA
Interactive lecture; in the exercise, the concepts covered in the corresponding lecture are implemented directly afterwards on real data sets in Stata (part 1) or in real valuation problems in VBA (part 2).
Course materials
In good time before the course begins, an e-script will be made available in Stud.IP. This will also include the exercise questions. Sample data files are provided in each of the exercises.
Applicability and how the exam works
- Master Business Administration (version 1): Methods
- Master Business Administration (version 1): Key focus (Schwerpunkt) Accounting, Finance and Taxation (Fundamentals)
- Master Business Administration (Version SoSe2025): Major Finance
- Master International Economics and Business (version 1/WiSe 2018): Global Economy, International Trade, and Finance
- Master International Economics and Business (Version WiSe2023): Advanced Corporate Finance 1 & 2
- Master Computational Mathematics: Applications
- Graduiertenzentrum
written exam, 60 Minutes (100%)
Recommended semester and prerequisites
This course should be taken at the beginning or halfway of your degree programme. It is helpful to have previously taken, or to be taking at the same time, the course ‘Financial Engineering and Structured Finance’. A solid knowledge of Excel, as well as an understanding of statistics and a statistics programme, is advantageous.
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