“Mathematical models and methods of banking risk management” - course 70,000 rubles. from MSU, training 12 weeks. (3 months), Date: May 22, 2023.
Miscellaneous / / December 02, 2023
The advanced training program is designed for those who wish to study mathematical models and methods used to assess banking risks in in accordance with the advanced approach of the Basel Committee on Banking Regulation, be able to calculate the prices of major financial derivatives instruments, have an understanding of the basic arbitrage strategies in the derivatives markets, and also master econometric methods data analysis.
Students are required to have knowledge of the basics of programming and mathematics.
LEARNING PROCESS
In-person classes Monday, Thursday, Friday from 18.30 at the Faculty of Computational Mathematics and Mathematics of Moscow State University
Theoretical and practical training
Solving applied problems
TIMETABLE OF CLASSES
Start of training February 7, 2023.
COMPLETION DOCUMENTS
The following documents are issued:
- Certificate of advanced training from Moscow State University (if you have a diploma of higher or secondary vocational education)
DOCUMENTS FOR ADMISSION
1. To enroll in the program, you must fill out the following documents (by hand or electronically) and send them to [email protected]:
- Statement
- Questionnaire
- Consent to the processing of personal data
- copy of the passport
- a copy of a higher education diploma or a certificate stating that you are a student.
2. After you send the documents, we will send you a contract and directions for payment.
EDUCATIONAL RESULTS
You will acquire the skills to calculate prices of major derivative financial instruments and be able to quote them.
Gain an understanding of basic arbitrage strategies in the derivatives markets and risk hedging.
Get acquainted with the main types of banking risks, methods of assessing and reducing banking risks.
You will acquire skills in applying banking risk management methods.
Become familiar with time series analysis models and methods and their applications to financial portfolio construction.
The course will cover a large number of practical examples.
Address
119991 GSP-1, Moscow, Lenin Hills, M.V. Lomonosov Moscow State University, 2nd academic building, Faculty of Computational Mathematics and Mathematics