Quantitative Finance, full-time, second cycle programme (w jęz. angielskim) (NW2-PRK-QF)(in Polish: Quantitative Finance, niestacjonarne (wieczorowe), drugiego stopnia (w jęz. angielskim)) | |
second cycle programme full-time, 2-year studies Language: English | Jump to: Opis ogólnyThe Quantitative Finance Program at the Faculty of Economic Sciences, University of Warsaw is a four-semester program on a full-time basis that provides students with outstanding knowledge of modern quantitative finance. The program leads to 'magister' degree and is compatible with the Bologna system, equivalent to Maters of Arts. The distinctive feature of this program is that it combines the overall fundamentals of economic theory with specialized knowledge in finance. The basic aim of this specialization is to provide students with theoretical knowledge from the field of quantitative finance combined with its practical applications in financial institutions, taking into account the latest trends in financial world. The degree combines economic methods, quantitative techniques and state-of-the-art financial analyses to give students a strong background from which to pursue their careers. Students are encouraged to develop their abilities to use economic analysis in a variety of finance-related problems. Significant course work is devoted to the development of mathematical and statistical skills. These skills are necessary to evaluate the uncertain outcomes found in financial applications. The program provides student with the opportunity to apply their knowledge and skills to projects that utilize financial tools and techniques. Career perspectives
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Qualification awarded:
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Learning outcomes
The graduate of this specialization:
- knows in depth the theory of finance, as well as advanced quantitative methods, in particular those applicable in the valuation of derivatives, risk management of the investment portfolio, the process of asset allocation, and forecasting financial time series;
- knows and understands financial phenomena, extended to economic foundations, and can rigorously analyse and forecast them;
- knows and understands the goals, context, and importance of ethical standards and legal regulations in financial markets;
- knows the rules of intellectual property protection and the legal matters;
- knows the latest analytical achievements and trends in the world financial literature;
- knows the latest analytical, IT, and programming tools allowing for the processing of empirical data and the practical implementation of models used in various issues in the area of quantitative finance, including in the valuation of derivatives, the asset allocation process, investment portfolio risk management, creating automatic investment strategies or forecasting financial time series;
- knows and understands mathematically the principle of operation of analytical models used in quantitative finance, including the valuation of derivatives, volatility modelling, investment portfolio risk management, stochastic processes, Monte-Carlo simulations, and similar ones;
- can use, implement and program statistical, econometric, and mathematical models addressing problems in the area of finance, including econometric modelling, time series forecasting, volatility modeming, valuation of derivatives, investment portfolio risk management with the use of analytical and IT tools and programming languages including R, C ++, Python and/or VBA.
- can develop and optimize an investment system based on automatically generated signals; the ability to implement such a system in practice, to properly assess it and efficiently manage the risks associated with it;
- can prepare reports and communicate the results of independent analyses in English;
- can correctly plan an empirical study, effectively manage the teamwork and provide a correct solution to a problem within a specified time frame;
- can use English at B2 + level, including specialist terminology needed to work and conduct research in the area of quantitative finance;
- can optimize the operation of statistical, econometric, and mathematical models, select their appropriate parameters and use these models to solve the problem and/or make a forecast;
- is prepared to critically evaluate the achievements, theories, and the latest concepts in quantitative finance;
- is prepared to take up analytical and executive positions in the financial sector in their country and abroad; and
- is prepared to implement independent and team research and analytical projects.