Data-Driven Financial Models

Course description
Content
Introduction to economic theory, models, markets and products. Analysis of financial data with Matlab. Modeling or evaluation of simple risk management strategies.
Prerequisites
Basic programming, knowledge of Matlab, simple linear algebra and statistics.
Practical information
The course is offered as a single-subject course at the Faculty of Science. Single-subject courses typically run for seven to nine weeks with scheduled activities approx. one day per week.
You will be attending the course together with full-time students from the Faculty of Science, and you must meet various admission requirements. The course ends with an exam.
The number of places is limited, and they are allocated on a first-come, first-served basis, so do not delay your application!
Location
University of Copenhagen
- Department of Computer Science
* in some semesters, the course may be run from another location. You will be informed about this upon registration.
Contact
SCIENCE Student Services
Tel: +45 35 33 35 33 - kl. 9.12:30 (closed Wednesdays)
E-mail: studenterservice@science.ku.dk