Syllabus
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Course Code: FM-301 Course Name: Specialisation-A: FINANCE - Quantitative Analysis for Financial Decision Making |
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| MODULE NO / UNIT | COURSE SYLLABUS CONTENTS OF MODULE | NOTES |
|---|---|---|
| 1 | Basic Statistical and Mathematical Concepts: An overview of Descriptive Statistics including Central Tendency, Dispersion, Skewness, Kurtosis, expectations and the theoretical distributions. | |
| 2 | Risk & Return and Time Series Concepts: Evaluating forecasts of risks and returns, Simple Interest, Compound Interest, Frequency of Compounding, Continuous Compounding, Present Value, determination of best forecast models. Basic time series concepts, fundamental topics in time series analysis: autocorrelation, unit root tests, white noise pro cesses and ARMA processes. | |
| 3 | Modeling Asset Return Volatility: Volatility of asset returns, volatility modeling and forecasting methods, the estimation of these models, and methods of testing for volatility predictability. ARCH/GARCH class of models, both univariate and multivariate, leverage effects. | |
| 4 | Risk management and Value-at-Risk. Measuring and managing the exposure to risk, Value-at-Risk (VaR), Common models for measuring VaR. | |
