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Event
Computational Risk and Asset Management [WS202500015]
Lecturers
Organisation
- Institut für Finanzwirtschaft, Banken und Versicherungen
Part of
- Brick Computational Risk and Asset Management | Industrial Engineering and Management (M.Sc.)
- Brick Computational Risk and Asset Management | Economics Engineering (M.Sc.)
- Brick Computational Risk and Asset Management | Information Systems (M.Sc.)
- Brick Computational Risk and Asset Management | Information Engineering and Management (M.Sc.)
- Brick Computational Risk and Asset Management | Economathematics (M.Sc.)
Appointments
- 02.11.2020 08:00 - 09:30
- 09.11.2020 08:00 - 09:30
- 16.11.2020 08:00 - 09:30
- 23.11.2020 08:00 - 09:30
- 30.11.2020 08:00 - 09:30
- 07.12.2020 08:00 - 09:30
- 14.12.2020 08:00 - 09:30
- 21.12.2020 08:00 - 09:30
- 11.01.2021 08:00 - 09:30
- 18.01.2021 08:00 - 09:30
- 25.01.2021 08:00 - 09:30
- 01.02.2021 08:00 - 09:30
- 08.02.2021 08:00 - 09:30
- 15.02.2021 08:00 - 09:30
Note
The course covers several topics, among them:
- Pattern detection in price and return data in equity, interest rate, futures and option markets.
Quantitative Portfolio Strategies - Modeling Return Densities using tools from financial econometrics, data science and machine learning
- Valuation of equity, fixed-income, futures and options in a coherent framework to possibly exploit arbitrage opportunities
- Neural networks and Natural Language Processing