Courses MAS

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