The Mathematics of Financial Modeling and Investment Management
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Contents:
Prerequisites: The student is expected to be mathematically mature and to be familiar with probability and statistics, arbitrage pricing theory, and stochastic processes. The course will introduce the notions of financial risk management, review the structure of the markets and the contracts traded, introduce risk measures such as VaR, PFE and EE, overview regulation of financial markets, and study a number of risk management failures.
After successfully completing the course, the student will understand the basics of computing parametric VaR, historical VaR, Monte Carlo VaR, cedit exposures and CVA and the issues and computations associated with managing market risk and credit risk. The student will be familiar with the different categories of financial risk, current regulatory practices, and the events of financial crises, especially the most recent one. Prerequisites: Students should be comfortable with algebra, calculus, probability, statistics, and stochastic calculus.
The course covers the fundamentals of fixed income portfolio management. Its goal is to help the students develop concepts and tools for valuation and hedging of fixed income securities within a fixed set of parameters. There will be an emphasis on understanding how an investment professional manages a portfolio given a budget and a set of limits. The course is divided into four parts: Differential discounting, advanced volatility modeling, managing a derivatives book, and contagion and systemic risk in financial networks.
Permission of instructor required. As a consequence, this course is not open to students in their first two semesters Instructor: Lars Tyge Nielsen.
This course provides an opportunity for MAFN students to engage in off-campus internships for academic credit that counts towards the degree. Markowitz mean-variance portfolio theory, capital asset pricing model, multivariate linear regression, factor model, financial time series models, bootstrap, fixed income securities and credit risk, survival analysis models, value at risk, multivariate distribution, copula, interest rate models, principal component analysis.
This is a course on getting the most out of data. The FM certification is a credential designed specifically for financial professionals who want to attain an advanced level of competency in Financial Modeling.
Financial modeling
After successful completion of the program one would be able to add desired value in a career in the following fields. Students can buy the recommended reference book directly from the Market for the said course. The reference book fees are not included in your Exam Fees. A graduate from any stream Undergraduate Students can register for exams but would be awarded the final certificate after graduation.
Schedule exam after paying exam fees on any working day on any of the above centres. Candidates can schedule exam after paying exam fees on any working day on any of the above centres.
Thank you for submitting. Asset pricing model Economic model Financial engineering Financial forecast Financial Modelers' Manifesto Financial models with long-tailed distributions and volatility clustering Financial planning Integrated business planning Model audit Modeling and analysis of financial markets Pro forma Financial statements Profit model Real options valuation. International Review of Financial Analysis. Which industry sector would benefit the most from improved financial modelling standards?
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Siegel; Jae K. Shim; Stephen Hartman 1 November Schaum's quick guide to business formulas: decision-making tools for business, finance, and accounting students. McGraw-Hill Professional.
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Certificate in Financial Modeling (FM) – AIWMI
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Archived from the original PDF on Retrieved CS1 maint: archived copy as title link. General Benninga, Simon Financial Modeling. Benninga, Simon Principles of Finance with Excel. New York: Oxford University Press.
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Fabozzi , Frank J. Encyclopedia of Financial Models. Hoboken, NJ: Wiley.
giuliettasprint.konfer.eu: The Mathematics of Financial Modeling and Investment Management (): Sergio M. Focardi, Frank J. Fabozzi: Books. CHAPTER 3. Milestones in Financial Modeling and Investment Management .. the growing use of sophisticated mathematics in finance. There is the need.
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The mathematics of financial modeling and investment management /
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