Finance, Investments and Accounting, full time, second cycle (in English) (S2-FIR-ANG)(in Polish: Finanse, inwestycje i rachunkowość (Finance, Investments and Accounting), stacjonarne, drugiego stopnia (w jęz. angielskim)) | |
second cycle programme full-time, 2-year studies Language: English | Jump to: Opis ogólny
No description for the programme.
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Qualification awarded:
Access to further studies:
Learning outcomes
Knowledge, skills and abilities that will be achieved by graduated students:
Knowledge of financial phenomena extended to economic fundamentals and ability to present and evaluate their rigorous analysis;
Ability to manage risk and model it using quantitative methods, as well as to manage a portfolio of assets in changing market conditions;
Ability to efficiently navigate the complex world of derivatives pricing models; ability to evaluate and assess various investment risks that could be associated with them;
Ability to develop and optimize investment system which is based on signals that are generated automatically; to implement such a system in practice; manage with risks that are associated with such a system;
Through the help of programming skills (C + +, R CRAN) and knowledge of statistical and econometric methods, various model solutions can be used and implemented in practice;
Knowledge and understanding of the purpose, context and the importance of ethical standards and legal regulations in the financial markets;
Analytical knowledge of the latest developments and trends in the global financial literature;
Efficient use of the English language skills in risk management, investment processes and in quantitative tools;
Preparation to work on analytical or executive positions in financial sector in home country or any foreign countries;
Preparation for implementation of independent research and analysis.
Time study presented in ECTS credits and number of semesters: 120 ECTS, four semesters
Number of ECTS credits per classes that are based on basic science fields of studies: 35
Number of ECTS credits from courses of a practical nature: 49
Number of ECTS credits from classes that should be chosen by a student: 36
Course structure diagram:
Abbreviations used in tables: | |
lect - Lecture cl - Class kon - Seminar kint - E-learning course | c - Pass/fail e - Examination g - Grading |
First year, specialty – Quantitative Finance (in English) | ECTS | lect | cl | kon | kint | exam |
---|---|---|---|---|---|---|
Workplace health and safety | 0.5 | 4 | c | |||
Intellectual Property Protection | 0.5 | 6 | c | |||
Asset Allocation and Investment Strategies I | 3 | 30 | e | |||
Asset Allocation and Investment Strategies II | 3 | 30 | e | |||
Computational Finance | 5 | 30 | e | |||
Corporate Finance | 4 | 30 | 15 | e | ||
Derivatives Markets | 4 | 30 | 15 | e | ||
Equity and Fixed Income | 5 | 30 | 15 | e | ||
Ethical Standards and Financial Law | 3 | 30 | e | |||
Financial Statement Analysis | 6 | 30 | 15 | e | ||
Macroeconomics of Finance | e | |||||
Mathematical Methods in Finance | 7 | 30 | 30 | e | ||
Statistics and Econometrics | 2 | 30 | e | |||
Time Series Analysis | 6 | 30 | 30 | e | ||
Total: | 49 | 276 | 120 | 60 | 4 |
Second year, specialty – Quantitative Finance (in English) | ECTS | lect | cl | kon | kint | exam |
---|---|---|---|---|---|---|
Advanced Macroeconomics | 3 | 30 | e | |||
Advanced Microeconomics ( Asset Pricing) | 3 | 30 | e | |||
C++ in Quantitative Finance I | 4 | 30 | e | |||
C++ in Quantitative Finance II | 4 | 30 | e | |||
Empirics of Financial Markets | 5 | 30 | e | |||
Quantitative Strategies. High Frequency Data | 6 | 30 | 30 | e | ||
Risk Analysis and Modelling I | 5 | 30 | e | |||
Risk Analysis and Modelling II | 5 | 30 | e | |||
Theory and practice of option pricing | 6 | 30 | e | |||
Automatic Transactional Systems | 5 | 30 | g | |||
Total: | 46 | 120 | 60 | 150 |