Course Information

Course Code:
Course Number:
Code Course Name Language Type
VBA 344E Financial and Risk Analytics English Elective
Local Credits ECTS Theoretical Tutorial Laboratory
3 4 3 0 0
Course Prerequisites and Class Restriction
Prerequisites None
Class Restriction None
Course Description
Futures contracts, hedging against forex and commodities markets risk, warrants, vanilla and exotic type options, implied volatility, correlation, cointegration, Granger-causality, copula and simulation, portfolio analysis and optimization, AI models in financial investments, Value at Risk, Conditional Value at Risk, Conditional Desirability Value at Risk.

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