Course Summary
Advanced Financial Analysis and Modelling involves the development of quantitative and strategic financial analysis skills in forecasting, pricing, and risk management. This course focuses on advanced time series and volatility modelling, including algorithmic trading. It teaches how to estimate single-multi-factor models and various statistical inferences to assess the risk-return relationship. This course offers insight into the application of advanced financial modelling with an integrated approach to risk management and the implementation of quantitative investment and financing strategies.