The course provides the basic concepts of classical as well as modern approaches in financial theory and its implication to the private sector. The module covers a broad range of highly quantitative topics with a strong application in international financial markets. The theoretical frameworks assess the most recent research findings for pricing, network analysis and financial engineering.
Students learn to discuss and derive theoretical models while promoting innovative and critical thinking. The theoretical framework provided is applied on empirical datasets during the tutorial sessions. The interpretation of empirical results in the light of current academic findings is a key aspect of the tutorials. Controversial findings within the literature are evaluated. The practical sessions are conducted using the industry’s programming language (currently python).
Since physical attendance is limited by the size of the computer lab, students must register in advance. To do so, send an email early to firstname.lastname@example.org with the subject line "Registration Quantitative Finance". Please state your course of study, your previous average grade, which finance subjects you have attended and with which grade, and your semester of study.
You will be notified whether you will have a physical seat in the computer lab approximately one to two weeks before the start of the semester.
|Stage of study:||2./3. semester|
|Lecturer:||Prof. Dr. Peter N. Posch|
|Credits:||4 SWS / 7,5 Credits|
|Type:||Lecture and Exercise|
|Type of examintation:||Exam or graded presentation based on written case study’s expose.|
|When taught:||Summer semester|