PC-Lab: Computational Finance, M.Sc.

This module has two main goals: it serves as a repetition of content students should already be familiar with as well as an application by transferring formulas into action. We rely on Excel, VBA, and MATLAB as software packages and cover basic concepts from B.Sc. studies as well as CFA Level I content. First and foremost, the essential time value of money, followed by applications in risk management as well as asset pricing, e.g. bonds, derivatives, and portfolios. By the end of this course, the participants are able to remember and to understand these basic concepts and they learned to apply these concepts on real data. Weiterlesen