City University London > The Business School (formerly Cass)
You’ll study core modules focusing on asset pricing, risk management and introductions to key financial securities such as equities, fixed income securities and derivatives.
From there you’ll progress to specialist learning in econometrics, and cover a large amount of stochastics and numerical methods.
You’ll cover basic and advanced topics in econometrics including ARCH and GARCH models, co-integration and dealing with high frequency data.
You will also have the opportunity to work with a number of different estimation techniques, including OLS, Maximum Likelihood and GMM.
You’ll work extensively with the Matlab programming language in the core modules alongside other languages such as VBA, Python or C as optional modules.
- Case Studies
- Directed Reading
- Problem sheets
- Technical Demonstrations (e.g. Bloomberg / Datastream)
- Formal Presentations
- Problem Sets
- Written examinations
These lists are not intended to be exhaustive, and may be subject to change. You should check the course homepage for further details and the most up-to-date information.