Programme Content
Module 1: Foundations of Quantitative Finance
Introduction to quantitative research and statistical fundamentals.
Regression models (simple, multiple, and OLS) and hypothesis testing.
Format: 3 hours interactive workshop + 3 hours hands-on lab.
Module 2: Advanced Econometric Tools
Addressing multicollinearity, heteroscedasticity, and autocorrelation.
ARCH and GARCH models for financial time series analysis.
Format: 4 hours workshop-style lectures + 2 hours lab session.
Module 3: Financial Market Applications
Market microstructure, price formation, and GARCH variants.
Case study-driven analysis of prices, dividends, and returns.
Format: 4 hours workshops + 2 hours implementation labs.
Module 4: Data-driven Forensic Accounting
Benfords Law and its Application in Forensic Accounting
Beneish Model and Earnings Manipulation
Format: 3 hours workshop-style lectures + 3 hours lab session.
Module 5: Capstone & Practical Application
Group project on market volatility and forecasting.
Individual presentations on industry-specific applications (3 hours).
Format: 3 hours interactive feedback and project session.
