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MSc in Economics and Business Administration in Finance and Investments

Quant­it­at­ive Meth­ods

About the course

Subjects
Statistics Quantitative methods Mathematics Finance

Course content

The course provides the quantitative tools necessary for successfully following courses like Investments, Empirical Finance, and Derivatives and Fixed Income.


The topics covered include:

Analysis: Functions and their properties, Differentiation and Taylor series approximations, Equation solving, Optimization without or with constraints, Integration.


Linear Algebra: Vector and matrix algebra, Linear equation systems.


Statistics: Random variables and probability distributions, Inference, Hypothesis testing, Regression models, Monte Carlo methods.

 

Examples from finance and economics are given throughout.


The course also introduces students to how IT tools (e.g., Excel) can be used for solving quantitative problems in finance.

See course description in course catalogue

What you will learn

Upon completion of the course, students should be able to

  • apply and do derivations with relevant mathematical tools and concepts such as those relating to functions, differentiation, and linear algebra,
  • solve problems relating to optimization,
  • compute probability-theoretical quantities,
  • solve problems relating to random variables and their distributions,
  • apply Monte Carlo methods and IT tools to solve numerical problems,
  • apply and interpret relevant statistical methods and concepts such as those relating to inference, hypothesis testing, and regression, and
  • identify relevant solution methods for quantitative problems relating to the above topics.

Facts

Level
Master
Type
Mandatory course
ECTS
7.5
Code
CFIAO1001U
Teaching periods
Autumn – semester
Academic year
2025/2026
Status
Available places
Teaching language
English
Teaching Format
On campus
Exams
  • Written exam on campus
    Individual exam, autumn
Assessment type
  • 7 point grading scale