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Financial Engineering (ΜΠΔ 427) (ERASM105)
ΜΙΧΑΗΛ ΔΟΥΜΠΟΣ

Financial Engineering (ΜΠΔ 427)

ERASM105 - ΜΙΧΑΗΛ ΔΟΥΜΠΟΣ

Introduction to financial markets. Financial risk management. Portfolio management theory. Portfolio optimization models. Fixed income securities. Valuation models. Risk management for fixed income securities (credit risk, country risk, interest rate risk). Financial derivatives. Options and valuation models. Forwards and futures. Hedging strategies with derivatives. Value-at-risk.
Stochastic Processes (Erasmus course) (ΜΠΔ 303)
Vassilis Kouikoglou - Βασίλης Κουϊκόγλου

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Financial Engineering (ΜΠΔ 427)