| Module Objective | To develop facility with quantitative techniques for finance and investment. |
|---|---|
| Module Content | An introduction to the theory of options, the time value of money, rate of return of an investment cash-flow sequence and the arbitrage theorem. |
| Assessment | Total Marks 100: End of Year Written Examination 80 marks; Continuous Assessment 20 marks (One In-Class Test (10 marks) and Homework (10 marks)). |
| Continuous Assessment | No opportunity for repeats will be offered for tests that are part of the continuous assessment exercise. Where a student is unable to sit a test because of illness, bereavement or other exceptional reason, and produces satisfactory written evidence, the percentage corresponding to the missed test may be added to the percentage for the final examination. All relevant documentation should be submitted directly to the Department of Mathematics, Room 152, First Floor, Aras na Laoi. |
Lectures: Tuesday, 1-2pm, WGB_G17, Wednesday, 2-3 pm, WGB_G17;
Tutorial: Thursday, WGB_G09, 3-4 pm (supplementary 9-10am by appointment).
Office location and office hours: 166, IT-Building (“Western Gate Building”), office hours: 3-5 p.m., Wednesday.
I will put below copies the exercise sheets, solutions and handouts as they are produced, along with any handouts that I type up. They will be available in pdf format, so you'll need a program capable of reading pdf files - Adobe Acrobat Reader is the most commonly used, and widely (and freely) available.
| Lecture notes - Lecture 1 | ||
| Lecture notes - Lecture 2 | ||
| Lecture notes - Lecture 3 | ||
| Exercise sheet | ||
| Answer sheet | ||
| Present Value Analysis | ||
| The Multiperiod Model | ||
| The Central Limit Theorem: Example | ||
| Volatility Estimation |
| 2007-2008 Test | ||
| 2008-2009 Test |
| Last Year's Test | ||
| 2009 Homework |
| 2006 | Summer exam |
| 2007 | Summer exam |
| 2008 | Summer exam |
| 2009 | Summer exam |
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Last updated: 03 November 2010