Μαθήματα

Introduction to financial markets. Financial risk management. Portfolio management theory. Portfolio optimization models. Fixed income securities. Valuation models. Risk management for fixed income securities (credit risk, country risk, interest rate risk). Financial derivatives. Options and valuation models. Forwards and futures. Hedging strategies with derivatives. Value-at-risk.

This is an introductory course on the application of probability theory for the study of stochastic processes and their properties. Topics covered: statistics of stochastic processes and mean square calculus; important processes (Wiener, random walk, white noise, Poisson) modelled using generalized functions; power spectrum, linear systems, and ergodicity; discrete-time Markov chains; principles of information theory.