About the course
Stock market, Markowitz-portfolio theory, CAPM, Black-Scholes formula, value at risk, monte carlo simulations, forex.
What Will I Learn?
Understand stock market fundamentals
Understand the Modern Portfolio Theory
Understand the CAPM
Understand stochastic processes and the famous Black-Scholes mode
Understand Monte-Carlo simulations
Understand Value-at-Risk (VaR)
- You should have an interest in quantitative finance as well as in mathematics and programming!
This course is about the fundamental basics of financial engineering. First of all you will learn about stocks, bonds and other derivatives. The main reason of this course is to get a better understanding of mathematical models concerning the finance in the main. Markowitz-model is the first step. Then Capital Asset Pricing Model (CAPM). One of the most elegant scientific discoveries in the 20th century is the Black-Scholes model: how to eliminate risk with hedging. Nowadays machine learning techniques are becoming more and more popular. So you will learn about regression, SVM and tree based approaches.
IMPORTANT: only take this course, if you are interested in statistics and mathematics !!!
Hope you will like it!
Who is the target audience?
- Anyone who wants to learn the basics of financial engineering!
React Native: Advanced Concepts