Dr Nicky Grant offers expert finance tuition covering corporate finance, financial markets, asset pricing, financial econometrics and quantitative finance. Cambridge PhD economist with postgraduate financial econometrics teaching experience at the University of St Andrews. Free initial consultation.

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
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How sessions work

Focused
expert 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.

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.

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