ST959-15 Financial Statistics

Academic year
Taught Postgraduate Level
Module leader
Sigurd Assing
Credit value
Module duration
10 weeks
Study location
University of Warwick main campus, Coventry
Introductory description

This module runs in Term 1 and aims to introduce the main approaches to statistical inference and financial time series.

Module aims

Upon completing this module, students need to be able to analyse, explain and apply the statistical techniques to finance.

Outline syllabus

This is an indicative module outline only to give an indication of the sort of topics that may be covered. Actual sessions held may differ.

Part 1: Classical and Bayesian methods of statistical inference (weeks 1-5)

Part 2: Time Series (weeks 6-10)

Learning outcomes

By the end of the module, students should be able to:

Indicative reading list

Part 1:

Part 2:

View reading list on Talis Aspire

Subject specific skills


Transferable skills


Study time

Type Required
Lectures 30 sessions of 1 hour (20%)
Practical classes 7 sessions of 1 hour (5%)
Private study 111 hours (75%)
Total 148 hours
Private study description

Weekly revision of lecture notes and materials, wider reading, practice exercises and preparing for examination.


No further costs have been identified for this module.

You do not need to pass all assessment components to pass the module.

Assessment group D1
Weighting Study time
Class Test 5%

Term 1 Week 7.
This class test will take place during a lecture and will be based on the first part of the course.

Project 2 15%

Term 2 Week 1.
You will undertake a project in R based on the content delivered in the second part of the course. Please note that the word count is not applicable for this Project.

Examination 80% 2 hours

~Platforms - Moodle

  • Answerbook Pink (12 page)
  • Students may use a calculator
Assessment group R2
Weighting Study time
Locally Timetabled Examination - Resit 100%

Duration 2 hours

Feedback on assessment

Past exam papers for ST959

Post-requisite modules

If you pass this module, you can take:

There is currently no information about the courses for which this module is core or optional.