Quantitative Finance
Basic information:
- studies in the field of: Informatics and Economic Analysis
- name of the programme: Quantitative Finance
- studies: full-time second-cycle programme, track: general academic
- leading discipline: economics and finance
- studies conducted in English
Quantitative Finance is an area of modern finance involved in applying quantitative methods to analyses related to financial investment, and in financial-market forecasting. The curriculum includes statistical and quantitative methods that are used in the financial sector, but can also be used in other sectors of the economy.
Quantitative Finance graduates can find jobs in the banking and financial sectors. The skills developed during the studies also enable them to work as quantitative analysts in other industries.
The four main pillars of the curriculum are: risk management, corporate finance, financial-instrument pricing, and statistical methods.
szkolenie BHP - sem. 1 on-line
| Subject | Number of hours | ECTS points | Form of verification | Code | Block |
|---|---|---|---|---|---|
|
Calculus
|
Lectures:
30 Classes: 30 |
5 | Assessment | 1 | A |
|
Econometrics
|
Lectures:
30 Classes: 30 |
5 | Exam | 1 | B |
|
Financial markets and instruments
|
Lectures:
30 Classes: 15 |
4 | Assessment | 1 | B |
|
Financial reporting
|
Lectures:
30 Classes: 30 |
5 | Exam | 1 | B |
|
Portfolio theory
|
Lectures:
30 Classes: 15 |
5 | Exam | 1 | B |
|
Probability theory and stochastic processes
|
Lectures:
30 Classes: 30 |
6 | Exam | 1 | A |
| Sum | 330 | 30 | |||
| Sum (Lectures) | 180 | ||||
| Sum (Classes) | 150 |
| Subject | Number of hours | ECTS points | Form of verification | Code | Block |
|---|---|---|---|---|---|
|
Advanced macroeconomics
|
Lectures:
30 |
3 | Exam | 1 | A |
|
Corporate taxation
|
Lectures:
15 Classes: 30 |
3 | Assessment | 1 | C |
|
Derivatives pricing
|
Lectures:
30 |
3 | Assessment | 1 | B |
|
Elective I
|
Lectures:
30 |
4 | Assessment | 5 | C |
|
Elective II
|
Classes:
60 |
6 | Assessment | 5 | C |
|
Ethics
|
Lectures:
15 |
2 | Assessment | 1 | A |
|
Financial econometrics
|
Lectures:
15 Classes: 15 |
3 | Exam | 1 | B |
|
Financial risk management
|
Lectures:
30 |
3 | Exam | 1 | B |
|
Insurance market
|
Lectures:
15 Classes: 30 |
3 | Assessment | 1 | B |
| Sum | 315 | 30 | |||
| Sum (Lectures) | 180 | ||||
| Sum (Classes) | 135 |
| Subject | Number of hours | ECTS points | Form of verification | Code | Block |
|---|---|---|---|---|---|
|
Advanced financial market modeling
|
Lectures:
15 Classes: 15 |
3 | Assessment | 1 | B |
|
Asset and wealth management
|
Lectures:
15 Classes: 15 |
2 | Assessment | 1 | C |
|
Corporate finance
|
Lectures:
30 Classes: 30 |
4 | Exam | 1 | A |
|
Elective III
|
Lectures:
30 |
3 | Assessment | 5 | C |
|
Elective IV
|
Lectures:
30 |
3 | Assessment | 5 | C |
|
Elective V
|
Lectures:
30 |
3 | Assessment | 5 | C |
|
Financial analysis
|
Classes:
30 |
3 | Assessment | 1 | B |
|
General equilibrium theory
|
Lectures:
30 |
3 | Exam | 1 | A |
|
MSc Seminar
|
Classes:
30 |
6 | Assessment | 1 | C |
| Sum | 300 | 30 | |||
| Sum (Lectures) | 180 | ||||
| Sum (Classes) | 120 |
| Subject | Number of hours | ECTS points | Form of verification | Code | Block |
|---|---|---|---|---|---|
|
Actuarial methods
|
Lectures:
15 Classes: 15 |
3 | Assessment | 1 | B |
|
Advanced corporate finance
|
Lectures:
30 Classes: 30 |
4 | Exam | 1 | B |
|
Advanced derivatives pricing
|
Lectures:
30 Classes: 15 |
4 | Exam | 1 | B |
|
Elective VI
|
Lectures:
30 |
3 | Assessment | 5 | C |
|
Interest rates modelling
|
Lectures:
30 |
3 | Exam | 1 | B |
|
MSc Seminar
|
Classes:
30 |
8 | Assessment | 1 | C |
|
Quantitative finance - project
|
Classes:
30 |
5 | Assessment | 1 | C |
| Sum | 255 | 30 | |||
| Sum (Lectures) | 135 | ||||
| Sum (Classes) | 120 |