Магистратура
2022/2023
Количественные методы в экономике и финансах
Статус:
Курс обязательный (Финансы)
Направление:
38.04.08. Финансы и кредит
Кто читает:
Банковский институт
Где читается:
Банковский институт
Когда читается:
1-й курс, 1, 2 модуль
Формат изучения:
с онлайн-курсом
Онлайн-часы:
20
Охват аудитории:
для своего кампуса
Преподаватели:
Шелике Аяна Георгиевна
Прогр. обучения:
Финансы
Язык:
английский
Кредиты:
6
Контактные часы:
14
Course Syllabus
Abstract
No financial analysis is possible without use of quantitative methods, and mastering them is crucial to be able to keep focus on economic background of the problem rather than technicalities. Selection of efficient quantitative techniques, performance of correct calculations, and provision of adequate economic interpretation of the results, all are integral parts of investment decision-making process, both in corporate finance and at financial markets.
The program presents the fundamentals of some quantitative techniques essential in financial analysis which would be further applied in many parts of the Financial Analyst program, including Corporate Finance, Financial Markets: Equities and Debt, Portfolio Management, Forecasting in Economics and Finance, Business Valuation, Venture Capital, Risk Management.
The first part of the program covers the time value of money concepts and quantitative techniques applied in decision-making process in corporate finance and valuation of various financial instruments (stocks, bonds etc.), as well as probability approach to financial data analysis (risk, return etc.).
The second part introduces statistical approach to financial analysis and decision-making, including estimation of investment risk and returns, testing related hypotheses and economic interpretation of the test results.
The program is based on Chartered Financial Analyst (CFA) curriculum.