• Introduction – important finance and statistics concepts
• Basics of Matlab
• Portfolio modeling
• Mean-variance portfolio selection
• Equity portfolio selection in practice
• Simulation modeling
• Financial risk management: introduction, market risk, credit risk, operational risk, risk measures (VaR, CVaR), stress testing
• Credit risk modeling
• Portfolio credit risk optimization
• Asset pricing

Materials of the course

Tutor

Dr. Oleksandr Romanko

Country: Canada

Place of employment: Senior Research Analyst, Risk Analytics, Business Analytics, IBM Canada, Adjunct Professor, University of Toronto