The aim of the course is to provide students with the necessary toolkit to analyse and extract information from financial data. Financial markets produce huge amounts of numerical information (data). For instance, all the transactions made daily at the Stockholm stock exchange are recorded. Other sources of information include accounting disclosures, macro-economic variables, etc. This data must be analysed in order to extract the necessary information to guide investment decisions. This course focuses on how statistical methods can be used to analyse real financial data.
Univ: Att least 90 credits (hp) where at least 15 credits in statistics including regression analysis, or the equivalent is required. Proficiency in English equivalent to Swedish upper secondary course English B/6. Moreover a 7.5 hp course in corporate finance or the equivalent is recommended.