During the existence of the MAS in Finance from 2002 to 2009, the following courses and events were offered:
Pre-Course Events:
- Microeconomics
- S-PLUS
- Asset Management Forum
- Risk Day
- Introduction to Stochastic Calculus for Finance
Mandatory Courses:
- Advanced Corporate Finance I
- Advanced Corporate Finance II
- Advanced Financial Economics
- Financial Markets and Institutions
- Financial Theory and Asset Pricing
- Empirical Methods for Finance
- Mathematical Foundations of Finance
- Quantitative Methods for Risk Management I
- Introduction to Mathematical Finance and Derivatives
- Introduction to Financial Econometrics and Mathematical Statistics
- Financial Engineering
- Mathematical Finance and Derivatives
- Computational Methods for Quantitative Finance
Specialized Courses:
- Asset Management:
- Theory of Banking and Financial Intermediation
- Asset Allocations and Performance Measurement
- Empirical Methods (Time Series Models)
- Risk Management:
- Term Structures and Credit Risk Models
- An Introduction to Copulas
- Quantitative Methods for Risk Management II
- Risk-based Supervision
Optional Courses:
- Economic Theory of Financial Markets
- Microeconomics
- Applied Corporate Finance
- Corporate Investments, Real Options and Financial Structuring
- The Global Financial System and the Credit Crisis
- Current Challenges in Finance
- Seminar on Hedge Funds
- Financial Risk Management
- Finance in Banks
- Topics of Applied Risk Management
- Applied Risk Management
- Risk Policy and Economic Capital
- Treasury in Practice
- Decision Theory
- Financial Markets Models
- Risk Theory
- EconoPhysics
- Coherent Risk Measures
- Behavioral Portfolio Theory
- Behavioral Finance
- Evolutionary Finance
- Dynamics on Financial Markets
- Real Options
- Applied Portfolio Theory
- Term Structures and Credit Risk Models
- Computational Methods for Quantitative Finance I: Monte Carlo and Sampling Methods
- Computational Methods for Quantitative Finance II: Finite Element and Finite Difference Methods
- Mathematical Finance
- Financial Engineering II
- Economic Capital and Structured Finance
- Introduction to Financial Mathematics and Introduction to Stochastic Calculus and Financial Economics
- Stochastic Processes & Stochastic Analysis
- Topics in Incomplete Markets
- Stochastic Optimal Control and Applications in Finance
- Methods of Stochastic Optimization
- Applications of Stochastic Optimization in Finance
- Markov Chains
- Markov Decision Processes and Valuation of Real Options
- Insurance Analytics
- Stochastic Loss Reserving Methods
- Non-Life Insurance Mathematics
- Market Consistent Actuarial Valuation
- Economics of Insurance
- Computational Statistics
- Quantitative Finance
