2025/2026

Ценообразование активов и портфельная оптимизация: продвинутый анализ

Статус: Маго-лего

Кто читает: Базовая кафедра инфраструктуры финансовых рынков

Когда читается: 1, 2 модуль

Охват аудитории: для своего кампуса

Преподаватели: Родина Виктория Алексеевна

Язык: русский

Программа дисциплины

Аннотация

The course provides an in-depth study of theoretical and research perspectives that are central to the area of asset pricing. Students will have an advanced acquaintance with the ideas, approaches, methods, and techniques conceived by the greatest names in finance theory. The emphasis is on blending theoretical underpinnings and real-life considerations. It is expected that, with the knowledge and insights obtained throughout the course, students will develop framework thinking regarding equilibrium pricing that will help them to formulate research questions, apply mathematical and statistical tools, and find solutions in the most coherent manner.The course provides knowledge and insights at a postgraduate level to those students who intend to follow careers in the finance industry, as well as to those students who intend to pursue further research. Also, the course will be useful for prospective CFA level 1-3 test takers.