This module is designed as an introduction to econometric and time series methods for the analysis and research of financial assets and capital markets relationships. The focus will be on the analysis of financial data and econometric methods for modelling of financial time series, risk management and forecasting. The key objectives are to i) explain how econometric methods can be used to learn about the behaviour of financial assets; ii) endow students with practical experience of analysing financial data useful for research and practical work in the quantitative finance industry using basic statistical software packages; and iii) endow students with the relevant quantitative skills for advanced studies in MSc programmes.