YEAR 1
Semester 1
Courses |
Probability theory and stochastic processes |
Corporate finance |
Advanced macroeconomics |
Econometrics |
Portfolio theory |
Financial markets and instruments |
Semester 2
Courses |
Financial risk management |
Financial econometrics |
Actuarial methods |
Operational research |
Derivatives pricing |
Elective I |
Elective II |
YEAR 2
Semester 3
Courses |
General equilibrium theory |
Advanced corporate finance |
Advanced financial market modeling |
Long-term incentive schemes |
Elective III |
Elective IV |
Elective V |
MSc Seminar |
Semester 4
Courses |
Interest rates modelling |
Stochastic finance in continuous time |
Financial engineering - project |
Exotic options |
Elective VI |
MSc Seminar |
Electivce courses
Elective I Game theory Network Optimization Optimization in project management | Elective II VBA in finance R programming | Elective III Dynamic stochastic general equilibrium models Growth theory |
Elective IV Microeconometrics Bayesian methods in finance | Elective V Data Envelopment Analysis Modern statistical methods | Elective VI Alternative investments Advanced financial analysis of enterprises Hedge funds |