5-12 Weeks

By taking this course, students will learn the role played by financial intermediaries in modern economies, their vital role to finance investments and the sources of risk associated with such intermediation activity. The course is structured to provide students with both theoretical notions, through the derivation of models developed [...]

This course covers standard derivative pricing models. Both discrete time and continuous time techniques are considered. The course also includes an introduction to numerical option pricing, in particular the Monte Carlo Method.

Within this course you will learn about price formation and liquidity in securities markets. You will discover the determinants of market depth and security trading. In particular, the course focuses on price formation and liquidity in securities markets.

The course Asset Pricing I will provide students with the main theoretical and analytical tools to study and understand the economics of financial markets and portfolio choices. After learning the different structure that financial markets can take and the key functions that these perform, learners will analyze how financial [...]

The course covers several advanced topics in asset pricing, trading-off risks and return, and portfolio optimization. More precisely, students will first analyze two relevant extensions of the Capital Asset Pricing Model (CAPM) and learn how to determine the corresponding equilibrium in financial markets. [...]

With the paradigm shift of Digital Transformation in industries, there exists a huge volume of digital data in cloud storage about the Men, Materials and Machines of the organization. This data incurs a lot of information which could be used for process planning, predictive failures and business optimization. This [...]