Conducted in
term:
Winter Semester 2019/20
Winter Semester 2019/20
ECTS credits:
6
Organized by:
Faculty of Computer Science
Investment Portfolio Management IS-FCS-00052
Description:
Basic financial instruments. Asset pricing models for bonds and stocks. Basic models of the portfolio theory with applications. Classical measures of a portfolio management. Standard risk measures for a financial risk management (VaR, ES). Models supporting the evaluation of the performance of investment managers (e.g. market-timing models). Multiple criteria analysis of investment portfolios.
Requirements:
Probabilistic Methods and Statistics