Advanced FinanceLaajuus (5 op)

Osaamistavoitteet

The aim of this course is to enable students to develop deeper knowledge and skills in the field of finance. The students learn to obtain and refine financial data for analysis, to estimate key essential statistics parameters from data sets, to develop financial optimization models based on Modern Portfolio Theory and Capital Asset Pricing Model, and finally to construct an option's pricing simulation.

Sisältö

Risk and return relationship in financial context. Portfolio theory, financial assets allocation, and optimization. Black-Scholes Model for options pricing.

Edeltävä osaaminen

Financial Management. Statistics and good Excel skills.

Oppimateriaalit

Various advanced articles, online demos, and finance books.

Suoritustavat

Completing a series of assignments mostly based on Excel.