Financial Engineering
szkolenie BHP - sem. 1 on-line
| Subject | Number of hours | ECTS points | Form of verification | Code | Block |
|---|---|---|---|---|---|
|
Probability theory and stochastic processes
|
Lectures:
30 Classes: 30 |
6 | Exam | 1 | A |
|
Corporate finance
|
Lectures:
30 Classes: 30 |
5 | Exam | 1 | A |
|
Econometrics
|
Lectures:
30 Classes: 30 |
5 | Exam | 1 | A |
|
Portfolio theory
|
Lectures:
30 Classes: 15 |
5 | Exam | 1 | B |
|
Financial markets and instruments
|
Lectures:
30 |
4 | Assessment | 1 | B |
|
Calculus
|
Lectures:
30 Classes: 30 |
5 | Assessment | 1 | A |
| Sum | 315 | 30 | |||
| Sum (Lectures) | 180 | ||||
| Sum (Classes) | 135 |
| Przedmiot | Liczba godzin | Punkty ECTS | Forma weryfikacji | Kod | Blok |
|---|---|---|---|---|---|
|
Advanced macroeconomics
|
Wykład:
30 |
3 | Egzamin | 1 | A |
|
Financial risk management
|
Wykład:
30 |
3 | Egzamin | 1 | B |
|
Financial econometrics
|
Wykład:
30 Ćwiczenia: 15 |
4 | Egzamin | 1 | B |
|
Actuarial methods
|
Wykład:
30 Ćwiczenia: 15 |
4 | Egzamin | 1 | B |
|
Operational research
|
Wykład:
30 Ćwiczenia: 15 |
4 | Egzamin | 1 | A |
|
Derivatives pricing
|
Wykład:
30 |
3 | Zaliczenie | 1 | B |
|
Elective I
|
Wykład:
30 |
4 | Zaliczenie | 5 | C |
|
Elective II
|
Ćwiczenia:
60 |
5 | Zaliczenie | 5 | C |
| Suma | 315 | 30 | |||
| Suma (Wykład) | 210 | ||||
| Suma (Ćwiczenia) | 105 |
| Subject | Number of hours | ECTS points | Form of verification | Code | Block |
|---|---|---|---|---|---|
|
General equilibrium theory
|
Lectures:
30 |
4 | Exam | 1 | B |
|
Advanced corporate finance
|
Lectures:
30 Classes: 30 |
4 | Exam | 1 | B |
|
Advanced financial market modeling
|
Lectures:
30 |
3 | Exam | 1 | B |
|
Long-term incentive schemes
|
Lectures:
30 |
3 | Assessment | 1 | B |
|
Elective III
|
Lectures:
30 |
4 | Assessment | 5 | C |
|
Elective IV
|
Lectures:
30 |
4 | Assessment | 5 | C |
|
Elective V
|
Lectures:
30 |
4 | Assessment | 5 | C |
|
MSc Seminar
|
Classes:
30 |
4 | Assessment | 1 | C |
| Sum | 270 | 30 | |||
| Sum (Lectures) | 210 | ||||
| Sum (Classes) | 60 |
| Przedmiot | Liczba godzin | Punkty ECTS | Forma weryfikacji | Kod | Blok |
|---|---|---|---|---|---|
|
Interest rates modelling
|
Wykład:
30 |
4 | Egzamin | 1 | B |
|
Stochastic finance in continuous time
|
Wykład:
30 Ćwiczenia: 15 |
5 | Egzamin | 1 | B |
|
Financial engineering - project
|
Wykład:
30 |
6 | Zaliczenie | 1 | C |
|
Exotic options
|
Wykład:
30 |
5 | Egzamin | 1 | B |
|
Elective VI
|
Wykład:
30 |
4 | Zaliczenie | 5 | C |
|
MSc Seminar
|
Ćwiczenia:
30 |
6 | Zaliczenie | 1 | C |
| Suma | 195 | 30 | |||
| Suma (Wykład) | 150 | ||||
| Suma (Ćwiczenia) | 45 |