2022/2023
Основы количественных финансов
Статус:
Маго-лего
Кто читает:
Практико-ориентированные магистерские программы факультета экономических наук
Когда читается:
3 модуль
Охват аудитории:
для всех кампусов НИУ ВШЭ
Преподаватели:
Артамонов Сергей Юрьевич
Язык:
английский
Кредиты:
3
Контактные часы:
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.