På Svenska

AI2134 Quantitative Methods Applied to Real Estate and Financial Service 7.5 credits

Quantitative Methods Applied to Real Estate and Financial Service

  • Educational level

    Second cycle

  • Academic level (A-D)

    D

  • Subject area

  • Grade scale

    A, B, C, D, E, FX, F

At present this course is not scheduled to be offered.

Learning outcomes

After taking this course students should be able to use, understand and interpret quantitative methods, e.g., regression analysis, to examine the real estate market, analyse trends, conduct forecasting and construct index series.

Course main content

The course is divided into the following main parts:

  1. Regression analysis using cross sectional data. In this part, we study how we may establish and quantify relationships between variables, mainly on the real estate market. To do this we will first discuss the technique of regression analysis, both for simple regression analysis and for multiple regressionanalysis.
  2. Regression analysis using time series data. In this part, we will study the central issues regarding regression analysis when applied to data over longer period, i.e., a time series. We will look at both time series analysis and residual analysis.

Eligibility

Admission to the masterprogramme in Real Estate Development and Financial Services (TFAFM).

Literature

A.H. Studenmund, /Using Econometrics: A practical guide/, International Edition, Pearson, 6th edition.

Examination

  • INL1 - Assignment, 3.0 credits, grade scale: P, F
  • TEN1 - Examination, 4.5 credits, grade scale: A, B, C, D, E, FX, F

Requirements for final grade

Written exam, 4.5 credits, A-F.

Assignments, 3.0 credits,  P/F

Offered by

ABE/Banking and Finance

Contact

Olof Netzell, tel: 08-790 7305, e-post: olof.netzell@abe.kth.se

Examiner

Olof Netzell, tel: 08-790 7305, e-post: olof.netzell@abe.kth.se

Version

Course plan valid from: Autumn 10.
Examination information valid from: Autumn 09.