(in Polish) Zaawansowane modelowanie rynków finansowych 2600-DIdz2ZMRF

in terms of knowledge:
 knows and understands in depth the research methodology and terminology in the field of financial market modeling in investment consulting (K_W01),
 knows and understands the rules, procedures, and practices regarding advanced financial market modeling (K_W02),
 knows and understands complex technological, legal, economic, and ecological processes and phenomena, including fundamental dilemmas of modern civilization and their impact on financial market modeling (K_W05),
in terms of skills:
 can use the theory of financial market modeling to recognize, diagnose, and solve problems related to financial decisions in investment consulting and capital markets (K_U01),
 can correctly interpret the results of financial market modeling and evaluate their impact on investment decisions (K_U02),
in terms of social competencies:
 applies assessment and a critical approach to complex situations and phenomena related to investment consulting in the field of modeling volatility, correlation, estimation, and probabilities in financial markets (K_K01).

Written assessment (test, open questions, tasks), activity, additional works, attendance control, term paper.
Written test – on-site – open questions, tasks, in table format, and closed questions.
A total of 100 % points can be obtained.
• 0-50% – grade 2
• 51%-60% – grade 3
• 61%-70% – grade 3.5
• 71%-80% – grade 4
• 81%-90% – grade 4.5
• 91%-100% – grade 5
Two absences allowed in a semester.
The use of artificial intelligence tools to create components for course credit is prohibited.

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Cuthbertson K. (2004), „Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange”, Wiley
Hull J.C. (2012) „Risk Management and Financial Institutions” Tom 796 z Wiley Finance
Jakubowski J. (2006), „Modelowanie rynków finansowych”, Warszawa, Script