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Quantitative Methods in Finance

Course Title

Quantitative Methods in Finance

Code

MST 320

Professor

Violeta Cvetkoska, PhD (Associate Professor)

Course objectives (competencies): Upon completion of teaching and passing this course, students should be able to:

  • Understand the theoretical foundations of statistical and quantitative methods in finance.
  • Use statistical programs (SPSS, SAS) in solving real problems.
  • Use the MATLAB math program to solve real problems.

Course content: The aim of the course is to enable students to use statistical and quantitative methods and solve financial problems with the help of modern program packages. The statistical programs SPSS and SAS and the mathematical program MATLAB are used. The use of statistical and quantitative methods is becoming increasingly important in financial and economic analysis. Quantitative data analysis is often used as a guide in forecasting and in making investment decisions. Therefore, it is of particular importance for students to gain critical knowledge of the most widely used statistical and quantitative methods in finance. The acquired knowledge in the subject will provide an advantage to students who want to work in the financial sector and will be an excellent basis for conducting research in postgraduate and doctoral studies. • The content of the course program is as follows: (1) Financial arithmetic and valuation of stocks and bonds; (2) Statistical concepts and securities returns; (3) Probability concepts and more important probability schedules; (4) Statistical locking; (5) Correlation and regression analysis; (6) Environmental analysis – variance; (7) Multi-factorial models; and (8) Technical analysis.

70 години

Во 2020 Економскиот факултет при Универзитетот “Св. Кирил и Методиј” во Скопје слави 70 години од своето основање.