6B06111 Financial Mathematics
The structure of the educational program
- adequate wording of the problem;
- development of optimization methods and control algorithms;
- creation of mathematical and economic models of economic processes;
- research activities in areas using methods of mathematics and system programming;
- application of modern mathematical methods and software for solving problems;
- development of programs in the language of R, Java, C ++.
Specialized disciplines
- Data Science: Introduction
- Machine learning
- Modeling financial problems
- Introduction to finance
- Bayesian statistics and analysis
- Operational research (linear tasks)
- SAP Business Process Integration
- Derivative financial instruments
- List of combinatory analysis
- Actuarial Mathematics 1.2
Basic competency
- making informed decisions and assessing their consequences;
- clarification of ideas about the future in accordance with the proposed activities of the company as a whole or assessment of the consequences of decisions made, ie economic forecasting;
- methods to solve problems that arise in complex cases and accompanying all the activities of a manager of any level, i.e economic modeling.
Leading position
- Financial analyst;
- Risk manager;
- Developer and analyst in the IT departments of banks;
- Actuary;
- Insurance manager;
- Business analyst (in banks)