Module Directory

 

Module Description

 
 
Module Name
Module Code
Lecture Hrs
Practical Hrs
Credits
Quantitative Finance II
DFA2033Y(3)
3
0
6

Description
Simple and Multiple Regression Models: Assumptions, Estimation and Inference; Alternative Functional Forms; Breakdown of Classical Assumptions: Multicollinearity, Autocorrelation, Heteroscedasticity; Dummy Variables; Introduction to forecasting using Time Series Models, crosssectional and panel data model ; Applications include: Business Projections, Seasonality in Business, CAPM, volatility of share returns, quality of earnings, capital structure and dividend policy and EMH testing.
Faculty Department
FACULTY OF LAW AND MANAGEMENT Department of Finance and Accounting
Contact Details
Administrative assistant: TASLIMA BOODHUN-JHUMKA
Telephone: 4037400
Email: t.boodhun@uom.ac.mu
 

 


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