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Perfil de competencias
M.I.T.
U.S.A.
This course covers the main quantitative methods of finance. It covers three broad sets of topics:
financial econometrics, dynamic optimization, and derivative pricing using stochastic
calculus. The emphasis is on rigorous and in-depth development of the key
techniques and their application to practical problems.
Provides a rigorous foundation for the main analytical techniques and quantitative
methods necessary to succeed in the financial services industry. Topics include discrete
and continuous asset pricing models, financial econometrics, machine learning methods, and
dynamic optimization. Examples of applications include portfolio management, risk management,
derivative pricing, and algorithmic trading..
Princeton University
U.S.A.
The distinctive feature of Princetons Master in Finance program is its strong emphasis on financial
economics in addition to financial engineering and computational methods.
Graduates of our program have a solid understanding of the fundamental quantitative tools from
economic theory, probability, statistics, optimization and computer science, all of which are becoming
increasingly vital in the financial industry.
the financial industry has increasingly placed strong emphasis on quantitative tools and analysis as
it seeks to rebuild itself and strengthen risk management practices
Oxford University
REINO UNIDO
The asset pricing module covers the theory and practice of valuing
claims to uncertain cash flows; for example, stocks and stock options,
bonds and foreign-exchange instruments. The module covers standard
material such as CAPM and the Black-Scholes formula, and some
advanced material such as consumption-CAPM and pricing formulas for
"exotic options". About half of the module is dedicated to the
application of advanced statistical methods to the area of
asset pricing and to practical work with real-world data...
Before the first term you will be required to take pre-course classes in maths
(depending on your existing level), in Matlab (a computer language), and in
accounting. You will also attend pre-course careers training. A maths workbook has been
prepared for students to study over the summer before the programme starts. During
the first term there will also be additional mathematics and computing
classes should you need further practice and support.
Centro Internacional de
Formacin Financiera CIFF
ESPAA