Przedmioty w rejestracji Przedmioty obowiązkowe - st. anglojęzyczne DSBA, QF, IEC - I i II rok - sem. letni 2023/24 2400-2023L-EN2-OBL

Semestr letni 2023/24

• Ćwiczenia - 30 godzin
• Wykład - 30 godzin

The lecture and exercises on econometrics are to familiarize students with advanced econometric techniques, their properties and the most important applications.

The lecture concerns: models estimated on the time series and panels as well as the applications of the MLE and GMM estimators.

The lecture is intended for students of the Data Science programme.

The lecture uses concepts in the field of linear algebra, mathematical analysis, probability calculus, descriptive and mathematical statistics and basic econometrics.

Semestr letni 2023/24

• Konwersatorium - 30 godzin

The aim of the course is to teach advanced programming methods in R, create complex scripts / programs, and evaluate their time complexity, as well as create own functions and packages. Firstly, the functions of the dplyr package will be presented to effectively aggregate and analyze data in subgroups, and use pipe operator %>% for a more readable code representation of several nested commands. Then the main focus will be on the automation of repetitive activities. In this context, while and for loops will be discussed, as well as the alternative R functions of the apply family. Also, elements will be introduced to conditionally execute program fragments and run code in batch mode. We will also discuss creating own functions and packages. An important part of the course will be showing tools for analyzing the code, evaluating its time effectiveness, and identifying and handling errors. The use of C ++ basics in R (Rcpp package) will also be discussed for example to replace slow R loops

Semestr letni 2023/24

• Konwersatorium - 30 godzin

The general aim of this course is to familiarize students with development of trading strategies using Python language. Students are expected to become familiar with the mechanics of quantitative trading in the financial markets, characteristics of financial data and measures of trading strategies evaluation. The specific aim of this course is to give a practical background for the process of preparing advanced quantitative trading strategies

Semestr letni 2023/24

• Konwersatorium - 30 godzin

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.

Semestr letni 2023/24

• Ćwiczenia - 15 godzin
• Wykład - 30 godzin

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.

Semestr letni 2023/24

• Ćwiczenia - 15 godzin
• Wykład - 30 godzin

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.

Semestr letni 2023/24

• Wykład - 30 godzin

Celem zajęć jest zrozumienie marketingowych motywów i decyzji podejmowanych przez firmy funkcjonujące na rynkach zagranicznych. Analiza obejmuje również wzajemne oddziaływanie strategii marketingowych oraz otoczenia w wymiarze lokalnym, regionalnym i globalnym. Zajęcia podsumowuje analiza ewolucji globalnej strategii marketingowej oraz najlepszych praktyk marketingowych. Poszczególne kategorie, koncepcje i procesy przedstawione są w ujęciu teoretycznym a następnie uzupełnione przykładami z konkretnej praktyki firm.

Semestr letni 2023/24

• Ćwiczenia - 15 godzin
• Wykład - 30 godzin

----For technical reasons, this version of the syllabus is incomplete. For full syllabus refer to the Faculty website----

The course is the graduate lecture in international trade policy. Its focus will be on new trends in the theory of trade policy. The course is offered in English in the winter term. The objective of the course is to acquaint participants with international trade policy issues. The topics covered will include analysis of instruments of trade policy under perfect and imperfect competition, and the political economy of trade policy. Another objective of the course is to help students explore potential thesis topics in these areas. Grading will be based on the final exam that will count for 50 % of the final grade and the research paper will count for the remaining 50 % (The outline and the first paper draft count a combined 20%, and the final version counts 30% towards the final grade). (...)

Semestr letni 2023/24

• Ćwiczenia - 15 godzin
• Wykład - 30 godzin

This course provides a survey of empirical research techniques used in modern macroeconomic research.

As a graduate course, it demands completion of undergraduate instruction in econometrics.

Assessment is based on a written end-term exam. Final grade is 60% exam and 40% problem sessions (estimation of model)

Exam questions are given in advance but the exam is closed-book.

Remarks:

Prerequisites: intermediate courses in econometrics, probability, and statistics.

Semestr letni 2023/24

• Konwersatorium - 30 godzin

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.

Semestr letni 2023/24

• Proseminarium - 30 godzin

Program studiów magisterskich International Economics obejmuje seminarium badawcze i seminarium dyplomowe. Seminarium badawcze jest na pierwszym roku studiów.

Celem seminarium badawczego jest zaprezentowanie studentom najwyższej jakości badań, pokazanie im, jak korzystać z narzędzi, o których uczyli się na innych przedmiotach, oraz nauczenie ich samodzielnego prowadzenia i opisywania badań. Aby osiągnąć te cele, studenci biorą udział w seminariach, na których zaproszeni naukowcy (np. z MFW, Banku Światowego, Narodowego Banku Polskiego, instytutów badawczych, innych uniwersytetów) prezentują swoje prace. Drugą częścią kursu są spotkania grupowe, podczas których studenci omawiają seminaria, w których uczestniczyli, i przedstawiają własne opinie o przedstawionych referatach. Następnie na podstawie tych dyskusji muszą przygotować recenzje prezentowanych prac.

Semestr letni 2023/24

• Wykład - 30 godzin

The aim of this course is to equip students with a thorough, unbiased and critical understanding of the main economic issues that arise in the context of integration.

The course introduces students to, and develops their understanding of, economic integration in the world by presenting concepts, theory and empirical work. Focusing on the European Union and other PTAs (Preferential Trading Areas), it examines the economic processes, problems and policies of integration in the recent past, currently and in prospect.

The course is designed for students with a solid background in international economic theory.

The specific student learning outcomes and experiences are:

- to understand the development and workings of the EC/EU and other PTAs;

- to become familiar with the key literature on economic integration.

The course will be structured in six Sections. For each Section, links to internet-based resources will be added below as the academic year progresses.

Semestr letni 2023/24

• Konwersatorium - 30 godzin

Teoria ekonomiczna i praktyka gospodarcza od lat badają funkcjonowanie przedsiębiorstw, wyjaśniając strategie ich działania w otoczeniu rynkowym oraz sposoby gromadzenia przez nich know-how, wspierającego podejmowanie decyzji biznesowych. Dlatego też zrozumienie funkcjonowania biznesu jest kluczowe dla swobodnego poruszania się w przestrzeni społeczno-gospodarczej. Kurs obejmuje omówienie najistotniejszych zagadnień biznesowych w gospodarce opartej na wiedzy, będących ściśle powiązanych z przedsiębiorstwami funkcjonującymi w zróżnicowanych, międzynarodowych, wielokulturowych środowiskach. Kurs prowadzony jest w ścisłej współpracy z przedsiębiorstwami, co pozwala na praktyczne omówienie użycia narzędzi wspierających działania biznesowe i daje wgląd w jedną z najdynamiczniej rozwijających się branż polskiej gospodarki - sektora nowoczesnych usług dla biznesu. Kurs przeznaczony jest dla studentów studiów drugiego stopnia (Data Science).