Introduction to Financial Engineering

1.

Subject title

Introduction to Financial Engineering

Вовед во финансиско инженерство

2.

Code

m23_w_025

3.

Study program

Cloud Computing, Data science in computer science and engineering, IT management, Security, Cryptography and Coding, Bioinformatics, Eco-informatics, Еducation with ICT, Internet Technologies and cyber security, Computer Science, Statistics and Data Analytics, Software for embedded systems, Software Engineering, Cloud Computing, IT management, Bioinformatics, Security, Cryptography and Coding, Statistics and Data Analytics, Software Engineering, Inteligent Systems,

4.

Organizer of the study program (unit, institute, department, division)

Faculty of Information Sciences and Computer Engineering

5.

Study cycle (first, second, third)

Втор циклус

6.

Academic year / semester

5 / Зимски

7. Number of ECTS credits

6.0

8.

Instructor

проф. д-р Ласко Баснарков

9.

Prerequisites for enrollment

10.

Subject goals and competencies:

Students will gain basic knowledge of finance theory, financial markets and products. They will get acquainted with practical problems and quantitative procedures for their resolution. Students will understand the basic Financial Derivatives and Diversification Mechanisms

11.

Subject content:

Securities with fixed income. Options and other financial derivatives. Determining the prices of options with binomnia Models. Black-Scholes-Merton equation. Monte Carlo Simulations in Finance. Portfolios analysis.

12.

Learning methods:

Предавања поддржани со презентации преку слајдови, интерактивни предавања, вежби (користење на опрема и софтверски пакети), тимска работа, пример случаи, поканети гости предавачи, самостојна изработка и одбрана на проектна задача и семинарска работа, учење во електронско опкружување (форуми, консултации).

13.

Total available time fund

6.0 ECTS x 30 hours = 180 hours

14.

Time distribution

60 + 0 + 45 + 45 + 30 = 180 hours

15.

Forms of teaching activities

15.1.

Lectures - theoretical teaching

60 hours

15.2.

Exercises (laboratory, classroom), seminars, team work

0 hours

16.

Other forms of activities

16.1.

Project tasks

45 hours

16.2.

Independent tasks

45 hours

16.3.

Homework

30 hours

17.

Grading method

17.1.

Tests

15 points

17.2.

Seminar work / project (presentation: written and oral)

45 points

17.3.

Activities and learning

15 points

17.4.

Final exam

0 points

18.

Grading criteria (points / grade)

up to 50 points

5 (five) (F)

from 51 to 60 points

6 (six) (E)

from 61 to 70 points

7 (seven) (D)

from 71 to 80 points

8 (eight) (C)

from 81 to 90 points

9 (nine) (B)

from 91 to 100 points

10 (ten) (A)

19.

Condition for signature and taking final exam

реализирани активности 15.1 и 15.2

20.

Language of instruction

македонски и англиски

21.

Quality assurance method

механизам на интерна евалуација и анкети

22.

Literature

22.1.

Mandatory literature

22.2.

Additional literature