Area of Studies

engineering, technology

www

www.ue.poznan.pl

Department

Poznań University of Economics and Business Institute of Informatics and Quantitative Economics

Tuition and Other Fees

Tuition fee - 11 260 PLN per academic year / 5 630 PLN per semestr

Application Deadline(s)

mid-August

Course Description

Course Profile

The world of modern finance is increasingly dominated by new technologies, mathematical models and sophisticated statistical techniques. Quantitative Finance (former Financial Engineering) is an area of modern finance involved in the application of quantitative methods for the analysis of risks associated with financial investments and in forecasting events in the financial markets. Quantitative Finance deals with, among other things:

·         construction of complex investment strategies,

·         forecasting the prices of financial instruments,

·         the development and pricing of financial instruments,

·         risk management of financial investments,

·         analysis and modeling of financial markets.

Areas of study

The program is based on four main areas:

• Risk management, selected courses: Financial risk management, Actuarial methods, Financial markets and instruments.

• Corporate finance, selected courses:Corporate finance, Advanced corporate finance,Long-term incentive schemes, Advanced financial analysis of enterprises

• Pricing of financial instruments, selected courses: Derivatives pricing, Interest rates modelling,Stochastic finance in continuous time

• Investments, selected courses:Portfolio theory, Exotic options, Alternative investments, Hedge funds

Education Requirements

• signed application form;
• High School Diploma (legalized copy in English or Polish, adjusted apostille, i.e. sealed and signed by a Polish consul);
• first degree termination diploma legalized or adjusted apostille;
• verified extract from student's registration book, including list of examination and credits or supplement for diploma;
• Certificate of English language skills;
• proof of medical support;
• copy of passport;
• copy of visa;
• confirmation of admission and tuition fee payment.

Other Requirements

Quantitative Finance candidates should present the transcript of records which includes the following subjects:

·         Basics of calculus

·         Basics of linear algebra

·         Basics of financial mathematics (time-value of money)

Additional subjects

·         Microeconomics

·         Macroeconomics

Basics of probability theory

Contact

Al. Niepodległości 10,
building A, room 120A,
61-875 Poznań, Poland
phone: +48 61 856 93 05
master@ue.poznan.pl