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Quantitative Techniques

Overview

  • Credit value: 30 credits at Level 6
  • Convenor: Professor S. Kapur
  • Assessment: a two-hour online examination (100%)

Module description

This module is taught partly as a pre-sessional course in September. The course reviews essential mathematics and some statistics to ensure that you have the basic quantitative techniques for your MSc programme.

Indicative syllabus

  • Real analysis for economics and finance
  • Matrix algebra
  • Differentiation and integration
  • Static optimisation
  • Simple difference and differential equations
  • Probability distributions

Learning objectives

By the end of this module, you should be able to:

  • use matrices for algebraic manipulations
  • carry out differentiation and integration
  • understand and use the techniques of static optimisation
  • solve simple difference and differential equations
  • understand the basics of probability distributions and their use in economics and finance.