Computational Finance and Risk Analytics
- 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
Tutor
Dr. Oleksandr Romanko
Country: Canada
Place of employment: Senior Research Analyst, Risk Analytics, Business Analytics, IBM Canada, Adjunct Professor, University of Toronto