Financial Risk Analytics
Linnaeus University (Kalmar Växjö)
Startdatum:
Slutdatum:
Studietakt: 100 %
Publicerad utbildningskatalog
Financial Risk Analytics
Utbildningsinformation från den publicerade källan. Utbildningen och dess tidsbundna tillfällen hålls åtskilda.
Utbildningsfakta
Kod: 4NA014
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
Specific entry requirements: 45 credits in any of the following subjects: economics, statistics, business administration or mathematics, as well as English 6, or the equivalent.
Utbildningstillfällen
Varje tillfälle har egna datum och villkor. Avslutade tillfällen behålls som historik och innebär inte att en ny ansökan är öppen.
Källa och uppdatering
Hämtad: .
Publicerad: .
Visa källversion
Publiceringsversion: 8e217193-f5fa-4778-b085-a4521fd03e8d
Kontrollsumma: 1b0dc54c0fc8a359f83ba9dc8f9d468479ce432de4c03bce3b8b33dd67fe3f6c
Senast ändrad enligt källan: 2025-12-18T14:12:51