2022/2023
Fundamentals of Quantitative Finance
Type:
Mago-Lego
Delivered by:
Практико-ориентированные магистерские программы факультета экономических наук
When:
3 module
Open to:
students of all HSE University campuses
Instructors:
Sergey Artamonov
Language:
English
ECTS credits:
3
Contact hours:
32
Course Syllabus
Abstract
The purpose of this course is on the one hand to provide students with a vision of the internal structure of financial markets, an understanding of how to measure and predict financial risks; on the other hand to deepen and expand knowledge of existing financial instruments.
The course would be interesting and useful to students with strong mathematical backgrounds who wish to develop their skills for quantitative applications in finance.
Based on the general principles of constructing mathematical models, students will
- learn how to forecast and manage risk and return;
- Construct advanced knowledge of the main theoretical and applied concepts in quantitative finance;
- Prepare for problems involving development of innovative methods for measuring, or predicting and managing risk;
-Apply mathematical and statistical methods to solve finance-related problems, and computationally implement these methods.