Data-Driven Financial Models - DIKU
The course gives the student a thorough introduction to financial theory, financial markets and products. Besides theory, students will be introduced to practical problems faced by Financial Engineers through a number of real world case studies. The course will prepare the student to take other advanced courses within finance. The students who are interested in using big data in financial markets should consider taking this course.
We will cover some of the following subjects:
- Introduction to finance and Matlab
- Delineating Efficient Portfolio and calculate the Efficient Frontier
- The Capital Asset Pricing Model (CAPM)
- Interest rate theory, bonds and management of bond portfolios
- Empirical tests of the CAPM
- Evaluation of portfolio performance
Course provider contact information
About ECTS points ECTS stands for European Credit Transfer System. This is a system that can be used for credit transfer within higher education abroad or in Denmark.
Oct. 10, 2023
Current level of education
Kursusstart den 20. november 2023.
Forløb: November - januar.