CREDITS 2 (LV) 3 (ECTS) - 30 Contact Hours

By the end of the course, students will have developed an understanding on how to apply the fundamentals of statistics and optimization in portfolio management. Special attention will be focused to illustrate the dynamics and interdependence of financial markets. Students will be able to compute optimal portfolios in a risk-return framework. They will be familiar with the basic application of financial derivatives as especially futures and options.