Finansiell riskanalys

Om utbildningen

Data-driven modelling and decision-making has been recently gained attention in the finance industry. The Financial Risk Analytics course focuses on analytical techniques involved in financial risk assessment. The course includes two main topics; (i) the probability theory, no-arbitrage pricing, discrete, as well as continuous-time models and their applications in pricing financial derivatives, and (ii) time-series methods, e.g., GARCH and EVT, used to model risk measures such as Value-at-Risk (VaR) and Expected Shortfall (ES). Statistical software such as R programing is used for the applications. After taking this course, students will be able to apply and implement appropriate financial risk analytic techniques that will aid them in their professional career as financial or risk analyst.

Behörighet

Särskild behörighet: 45 hp i något av följande ämnen: nationalekonomi, statistik, företagsekonomi eller matematik, samt Engelska 6, eller motsvarande.

Rekommenderade förkunskaper: uh

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Liknande utbildningar

• Teman i analytisk finansUniversitet/högskola
• Avancerade teman i analytisk finansUniversitet/högskola
• Matematisk statistik: Finansiell statistikUniversitet/högskola
• RiskanalysUniversitet/högskola