University

Dr Nicky Grant offers online finance and quantitative finance tuition for students who need stronger economics, statistics and econometrics foundations. Support covers asset pricing, financial econometrics, time series, volatility, risk, returns and empirical finance.

Quantitative finance

Finance & financial
econometrics

Specialist support for finance students working with asset pricing, time series, volatility, risk, regression, statistics or financial econometrics.

Financial econometricsTime seriesGARCHAsset pricingStatisticsDissertations
  • From £100/hour
  • Former lecturer at Manchester (2013 to 2019) and St Andrews (2019 to 2025)
  • I reply within one business day

Subject match

Who this support is for

A quick match for the students, topics and goals covered.

Who this is for

  • Undergraduate finance and economics students
  • MSc finance and financial economics students
  • Students taking quantitative finance or empirical finance modules
  • Dissertation students working with financial data

Topics covered

  • Asset pricing foundations
  • Risk, returns and portfolio concepts
  • Financial econometrics and regression
  • Time series, ARMA and forecasting
  • ARCH/GARCH volatility models
  • Empirical finance dissertations

Book consultation View pricing

Credential match

Why this is credible quantitative finance support

Finance students often need help moving between theory, data, regression, returns, risk and volatility models; the materials show that connection.

Relevant background

  • Financial econometrics and time-series teaching materials are available on this site.
  • Advanced econometrics background with research in inference and identification.
  • Support connects finance, statistics, econometrics and empirical interpretation.
  • Credentials and research are public and linked from the credentials page.

What this support covers

Focused
specialist support

Financial econometrics
ARMA, GARCH, volatility modelling, stationarity, prediction, model selection and inference.
Asset pricing foundations
Clarify expected returns, risk, CAPM-style arguments, factor models and empirical testing.
Quantitative methods
Support for statistics, regression, hypothesis testing, data work and interpreting output.
University-level teaching experience
Sessions draw on financial econometrics teaching at Royal Holloway and St Andrews, and quantitative methods teaching at Manchester and Cambridge.

Reviews

What students say

“Nicky is an excellent econometrics tutor. He explains complex concepts clearly and makes them much easier to understand.”
Charles GardnerGoogle review
“I was completely lost in my economics class, and then I started working Nicky and he totally saved me. He was excellent at explaining the material and extremely accommodating to meet with me many times despite us being in different time zones! Highly recommend working with Nicky!”
Claire ChouGoogle review
“Nicky is a very good and thorough teacher. He has excellent knowledge of econometrics and takes the time to work through your questions. Highly recommended!”
ChrisEconometrics · 22/08
“Really great tutor! Encouraging, knowledgeable, friendly”
JedEconometrics · 09/02
“Very good lesson, Nicky is very helpful.”
ChrisEconometrics · 19/08
“Very helpful and clear.”
ClaireEconometrics · 22/01
“I gather it was very useful, thank you!”
ClaireEconometrics · 12/01
“Fantastic!”
JedEconometrics · 11/02
Dr Nicky Grant

Dr Nicky Grant
ORCID 0009-0008-8979-4623

Taught by an active teacher and researcher

2019 to 2025
Associate Lecturer in Economics (Education Focused), University of St Andrews. Module design, lecturing, setting and marking exams, and supervising dissertations in applied econometrics.
2013 to 2019
Lecturer, University of Manchester. Teaching across applied and theoretical econometrics.
2013
PhD in Economics, University of Cambridge. Thesis “Estimation & Inference Under Non-Standard Conditions”, supervised by Professor Richard J. Smith.
Research
Published in International Tax and Public Finance (2019) and Advances in Econometrics (2012). CeMMAP working papers CWP05/19 and CWP23/18 with Richard J. Smith.

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Pricing

Finance, university and postgraduateFrom £100/hour
Packages of sessionsDiscounts available
First consultation, 30 minutesFree

Per-session booking, no upfront commitment. The exact rate is confirmed at the free consultation.

How sessions work

Send an enquiry from right here

Useful details to include: module title, topic list, deadline, software used, problem set or dissertation topic, and what you are stuck on.

Dr Nicky Grant

Dr Nicky Grant reads every enquiry and replies within one business day.

Per-session booking, no upfront commitment. If the form fails, email [email protected].

Your details are used only to reply to your tuition enquiry and arrange a consultation. See the privacy notice.

LocationManchester / Online International and UK-wide

Questions

Common
questions

Both where they overlap. The strongest fit is quantitative finance, financial econometrics, statistics for finance and empirical asset-pricing methods.

Yes. Those are core areas, including stationarity, ARMA processes, volatility clustering, forecasting and interpretation.

Yes, especially empirical finance dissertations using regression, time series, volatility or event-study type methods.

Start with a
free consultation

Send the course, exam board, module outline or assignment brief. The first conversation establishes exactly where support will have the highest return.

Free 30-min consultationNo obligation · reply within one business day
Book now