Mathematical Modelling in Finance

Entry requirements: Basic programming skills, understanding of concepts of statistic and finance, analytical skills

Credits: 4

Course: Core

Language of the course: Russian

Objectives

Students will learn:

  • To master theoretical foundations of mathematical modelling in finance
  • To analyze the structures of financial economic systems
  • To perform mathematical modelling of economic development, growth and microeconomic processes

Contents

– Theoretical foundations of modelling (system aspects of mathematical modelling in finance, methodological foundation of mathematical modelling in finance)

– Applied aspects of modelling (statistic and dynamic mathematical models in finance, mathematical modelling and production function, information aspects of mathematical modelling in finance)

Format

Lectures, labs and practice sessions

Assessment

Attendance is mandatory. Students should complete all the assignments. The final grade is based on the student performance throughout the course.