Przedmioty obowiązkowe dla I roku Quantitative Finance (grupa przedmiotów zdefiniowana przez Wydział Nauk Ekonomicznych)
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Legenda
Jeśli przedmiot jest prowadzony w danym cyklu dydaktycznym, to w odpowiedniej komórce pojawi się koszyk rejestracyjny. Ikona koszyka zależy od tego, czy możesz się rejestrować na dany przedmiot.
- nie jesteś zalogowany 
- aktualnie nie możesz się rejestrować 
- możesz się zarejestrować 
- możesz się wyrejestrować (lub wycofać prośbę) 
- złożyłeś prośbę o zarejestrowanie (i nie możesz jej już wycofać) 
- jesteś pomyślnie zarejestrowany (i nie możesz się wyrejestrować)
Kliknij na ikonę "i" przy koszyku, aby uzyskać dodatkowe informacje.
2023Z - Semestr zimowy 2023/24 2023L - Semestr letni 2023/24 2024Z - Semestr zimowy 2024/25 2024L - Semestr letni 2024/25 (zajęcia mogą być semestralne, trymestralne lub roczne) |
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| 2400-QFU1AAIS |
 
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Zajęcia przedmiotu
Semestr zimowy 2023/24
Grupy przedmiotu
Skrócony opis
Nie podano opisu skróconego, przejdź do strony przedmiotu aby uzyskać więcej danych.
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| 2400-QFU1CF | brak |
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Zajęcia przedmiotu
Semestr letni 2023/24
Grupy przedmiotu
Skrócony opis
The course focuses on practical aspects of using MS Excel and VBA in computational finance. Participants will learn how to write simple macros and user-defined functions that improve efficiency of calculations. |
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| 2400-QFU1CFN | brak |
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Zajęcia przedmiotu
Semestr letni 2023/24
Grupy przedmiotu
Skrócony opis
Attendants to this course will get acquainted with theory and practice of financial management in a modern corporation. They will learn where a company can get financing and which financial instruments it should use. They will know instruments that are helpful in making key financial decisions on strategic and operational level. This course will be held as a lecture with classes. It is expected that students have intermediate knowledge in finance and accounting and some mathematical background. Credit will be given after three written exams - one from the lecture and two from classes. To fully participate in this lecture basic knowledge in finance is necessary. Mathematical analysis and some accounting intuitions will also be helpful. I recommend to read four chapters of BMA texbook: 2 How to Calculate present Values 3 Valuing Bonds 4 The Value of Common Stocks 7 Introduction to Risk and Return. |
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| 2400-QFU1DVM | brak |
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Zajęcia przedmiotu
Semestr letni 2023/24
Grupy przedmiotu
Skrócony opis
The course aims at profound understanding the specifics of derivative markets. Vast scope of real derivative instruments traded on world exchanges will be described: starting with plain futures/forwards, through swaps, vanilla options, exotic instruments, ending with advanced financial derivatives like CDS. Both theoretical (pricing) and practical (trading, risk management) aspects are going to be addressed with reference to various asset classes: stocks, commodities, currencies. Derivatives markets will be analyzed also in the context of recent macroeconomic developments and growing role of speculation in pricing the assets. The lecture will be conducted mainly via multimedia slideshows. Upon starting the course students are expected to have micro- and macroeconomic background as well as intermediate skills in mathematics and probability/statistics. Final exam test is scheduled to complete the course, and one minor written work in the mid-semester. |
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| 2400-QFU1EFI | brak |
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Zajęcia przedmiotu
Semestr letni 2023/24
Grupy przedmiotu
Skrócony opis
There will be 7 meetings covering the practical aspects of the following material: 1. Return and risk 2. CAPM and cost of capital 3. Equity valuation 4. Stock indexes – calculation and forecasting 5. Interest rates 6. Term structure of interest rates 7. Modeling interest rate curves. |
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| 2400-QFU1ESL |
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Zajęcia przedmiotu
Semestr zimowy 2023/24
Grupy przedmiotu
Skrócony opis
The main course objective is a presentation of backgrounds and significance of ethical and professional standards and legal regulations in the financial market. The basic expected result of instruction is getting knowledge of existing regulations and standards and ability to apply them to factual situations. The course is focused both on regulations and standards of international scope as well as those applicable in Poland. The course is conducted as a lecture in English and it is intended for a first-year students of II degree studies, major: Quantitative Finance. The final grade is based on the written exam. |
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Zajęcia przedmiotu
Semestr zimowy 2023/24
Grupy przedmiotu
Skrócony opis
The purpose of the course is acquainting students with general pinciples of the financial reporting system, undescoring the critical role of analysis of financial reports in investment decision making, including the principal financial statements (the income statement, balance sheet, cash flow statement and statement of changes in owners' equity) which allows a financial analyst to evaluate trends in performance of different companies over the same period. In addition, specific categories of assets and liabilities that are particularly susceptible to the impact of alternative accounting policies and estimates will be discussed. The course is assigned to students on the first year of the second level (master studies). Assessment will be based on 30% discussions and 70% on written examination containing both test and problem sets. |
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Zajęcia przedmiotu
Semestr zimowy 2023/24
Grupy przedmiotu
Skrócony opis
The aim of this course is to acquaint students with the fundamental theories in Quantitative Finance. The theories set out to analyze the complexity of options and their underlying price processes. Given that future prices are a set of many possibilities, and the ultimate outcome is random, we will learn mathematical tools to help distinguish the many probable economic states, which provides a price mechanism. The Black-Scholes Formula for option pricing, will derive in to gain the mathematical skills and economic insight which are needed to succeed in the field. |
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| 2400-QFU1MLF |
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Zajęcia przedmiotu
Semestr zimowy 2023/24
Grupy przedmiotu
Skrócony opis
Nie podano opisu skróconego, przejdź do strony przedmiotu aby uzyskać więcej danych.
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| 2400-QFU1MMF |
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Zajęcia przedmiotu
Semestr zimowy 2023/24
Grupy przedmiotu
Skrócony opis
The purpose of this course is to help students develop advanced skills for formulating and analyzing mathematical models in the economics and finance. Rigorous mathematical analysis of theoretical models can lead to a better understanding of economic problems. |
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| 2400-QFU1RR | brak |
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Zajęcia przedmiotu
Semestr letni 2023/24
Grupy przedmiotu
Skrócony opis
The main goal of the course is to present the basic concepts of reproducibility and repeatability in research, their significance in scientific and commercial research and development processes, and to impart to students basic practical knowledge about several of the most popular modern tools for reproducibility in the industry. Upon completion of the course, students will understand the general concept of research reproducibility and comprehend which tool can be used in a given context. They will also acquire skills in using computer tools that enable achieving reproducibility and repeatability of research, and they will be able to apply the skills acquired during the course in participating in modern scientific and commercial data science projects. |
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| 2400-QFU1STE |
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Zajęcia przedmiotu
Semestr zimowy 2023/24
Grupy przedmiotu
Skrócony opis
Wykład służy uzyskaniu podstaw teoretycznych dotyczących podstawowych zagadnień analizy statystycznej oraz modelowania ekonometrycznego. Uczestnicy wykładu uzyskają wiedzę teoretyczną na temat podstawowych koncepcji oraz narzędzi używanych w statystyce i ekonometrii. Każde z omawianych zagadnień zostanie zilustrowane za pomocą odpowiednich przykładów oraz zadań wykonywanych przez studentów. Wykład jest obowiązkowy dla studentów specjalizacji Quantitative Finance. |
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| 2400-QFU1TSA | brak |
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Zajęcia przedmiotu
Semestr letni 2023/24
Grupy przedmiotu
Skrócony opis
The lecture gives theoretical basis for time series modelling. Participants will acquire theoretical knowledge about concepts and tools used in time series analysis and forecasting. The role of practical sections is to practise econometric analysis of time series: preparing the data, estimation and post estimation procedures, model verification and diagnostics, forecasts building and evaluation. Every topic discussed during the lecture will be illustrated with case study examples and exercises to be solved by students. R software will be used - its previous knowledge is not required. |
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