The world of modern finance is increasingly dominated by new technologies, mathematical models and sophisticated statistical techniques. Financial Engineering is an area of modern finance involved in the application of quantitative methods for the analysis of risks associated with financial investments and in forecasting events in the financial markets. Financial engineering deals with, among other things:

·         construction of complex investment strategies,

·         forecasting the prices of financial instruments,

·         the development and pricing of financial instruments,

·         risk management of financial investments,

·         analysis and modeling of financial markets.

 

Areas of study

The program is based on four main areas:

  • Risk management, selected courses: Financial risk management, Actuarial methods, Financial markets and instruments.
  • Corporate finance, selected courses:Corporate finance, Advanced corporate finance,Long-term incentive schemes, Advanced financial analysis of enterprises
  • Pricing of financial instruments, selected courses: Derivatives pricing, Interest rates modelling,Stochastic finance in continuous time
  • Investments, selected courses:Portfolio theory, Exotic options, Alternative investments, Hedge funds