Quantitative Methods

Measurements allow quantitative assessments of the past and future.

Quantitative methods play an important role throughout the economic sciences. They form the basis for valuations and decisions, especially in the financial sector. This lecture provides an overview of modern quantitative methods, technical details and practical examples. Together with other courses from the MBF, it enables you to master core problems in banking and financial management.

The course consists of nine modules on the following topics: Basics in statistics and algebra (as a refresher), Fundamentals of simulations, mathematical optimization (with applications from portfolio theory), Simple and multiple linear regression, Maximum likelihood estimation, stochastic processes in discrete and continuous time, Factor model and principal component analysis as well as panel data analysis.