Semester:WS 14/15
Type:Lecture
Language:German
Scheduled in semester:5
Semester Hours per Week / Contact Hours:30.0 L / 22.5 h
Self-directed study time:67.5 h
Type:Lecture
Language:German
Scheduled in semester:5
Semester Hours per Week / Contact Hours:30.0 L / 22.5 h
Self-directed study time:67.5 h
Module coordination/Lecturers
- Prof. Dr. Dr. Sascha Kraus
(Modulleitung)
- Assoz. Prof. Dr. Martin Angerer
(Co-Modulleitung)
- Assoz. Prof. Dr. Martin Angerer
(Interner Dozent)
- Ass.-Prof. Dr. Sebastian Stöckl
(Interner Dozent)
Curricula
()Bachelor's degree programme in Business Administration (01.10.2008)
Bachelor's degree programme in Business Administration (01.09.2012)
Description
- Financial databases
- Descriptive statistics
- Linear regression
- Time series
- Monte Carlo simulation
- Qualitative research methods in finance (eg expert interview, survey, case study…)
- Application of empirical methods in a statistical software package (R)
Qualifications
- know and learn to use specific financial databases.
- name and understand descriptive statistics that are of relevance in financial research.
- learn and understand the properties of linear regression and time series analysis.
- learn and understand the basic concept of Monte Carlo simulations and their possible applications in finance.
- gain basics knowledge about qualitative methods
- consider assumptions underlying specific statistical methods/models.
- find suitable approaches to statistically address given research questions.
- apply the methods learnt within a statistical software package.
- formulate correct research questions and hypotheses.
- Interpret empirical findings prudently.
- present research methods in an understandable way.
- listen carefully, read and repeat, practice until they understand the logic and mathematics behind models.
- work together and motivate peers who tend to give up as a reaction to the difficulty of mathematical problems.
- take responsibility and organize/explain their solution to others who have problems and tend to give up.
- understand and critically discuss the arguments of fellow students.
- understand the flaws and problems of fellow students, reaction without offense.
Lectures Method
Lecture
Literature
Chris Brooks: Introductory Econometrics for Finance
Dates
Datum | Zeit | Raum |
06.10.2014 | 16:00 - 18:30 | H2 |
08.10.2014 | 13:00 - 15:30 | H2 |
13.10.2014 | 16:00 - 18:30 | H2 |
20.10.2014 | 16:00 - 18:30 | H2 |
22.10.2014 | 13:00 - 15:30 | H2 |
27.10.2014 | 16:00 - 18:30 | H2 |
03.11.2014 | 16:00 - 18:30 | H2 |
Exams
- PWW-BA-12_Research Methods - IFS - Specialization - VO (WS 14/15, bewertet)
- PWW-BA-12_Research Methods - IFS - Specialization - VO (SS 15, bestätigt)