Week |
Subject |
Related Preparation |
1) |
Introduction & Understanding the concepts in finance and economics |
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2) |
Dynamics of the markets |
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3) |
Introduction to Financial Modelling in R |
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4) |
Data search in Bloomberg, Retrieve data to R. |
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5) |
Stock Market Valuation, Prediction in Stock Returns and role of the anamolies |
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6) |
Risk Premium and Volatility, Measuring the country risk, Financial Market Volatility, Equity Premium Puzzles, Conditional Variance Models and Risk Premium |
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7) |
Risk Premium and Volatility, Measuring the country risk, Financial Market Volatility, Equity Premium Puzzles, Conditional Variance Models and Risk Premium |
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8) |
The effects of scheduled and unscheduuled news in Financial and econometric models |
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9) |
Midterm Exam |
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10) |
Behavioral Finance |
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11) |
Behavioral Finance |
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12) |
Neuroeconomics and neurofinance |
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13) |
Neuroeconomics and neurofinance |
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14) |
High Frequency Data in Financial Markets, R |
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Course Notes / Textbooks: |
1)Alexander. Carol. Market Models: A Guide to Financial Data Analysis. New York: John Wiley, 2003. 2.John, Hull, Options, Futures, and Other Derivatives, Pearson 3. Behavioral Finance: Understanding the Social, Cognitive, and Economic Debates, 2013 4. R Programming and Its Applications in Financial Mathematics, Shuichi Ohsaki, Jori Ruppert-Felsot, Daisuke Yoshikawa, 2017 |
References: |
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Program Outcomes |
Level of Contribution |
1) |
As a world citizen, she is aware of global economic, political, social and ecological developments and trends. |
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2) |
He/she is equipped to closely follow the technological progress required by global and local dynamics and to continue learning. |
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3) |
Absorbs basic economic principles and analysis methods and uses them to evaluate daily events. |
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4) |
Uses quantitative and statistical tools to identify economic problems, analyze them, and share their findings with relevant stakeholders. |
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5) |
Understands the decision-making stages of economic units under existing constraints and incentives, examines the interactions and possible future effects of these decisions. |
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6) |
Comprehends new ways of doing business using digital technologies. and new market structures. |
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7) |
Takes critical approach to economic and social problems and develops analytical solutions. |
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8) |
Has the necessary mathematical equipment to produce analytical solutions and use quantitative research methods. |
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9) |
In the works he/she contributes, observes individual and social welfare together and with an ethical perspective. |
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10) |
Deals with economic problems with an interdisciplinary approach and seeks solutions by making use of different disciplines. |
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11) |
Generates original and innovative ideas in the works she/he contributes as part of a team. |
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