Financial Risk Analytics

Education facts

Code: 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.

Entry requirements

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.

Education offerings

Each offering has its own dates and conditions. Closed offerings are retained as history and do not mean that a new application is open.

• Financial Risk Analytics

  Linnaeus University (Kalmar Växjö)

  Start date: 9 November 2026

  End date: 13 December 2026

  Pace of study: 100 %