1. SylabUZ
2. Wydział Matematyki, Informatyki i Ekonometrii
3. semestr zimowy 2023/2024
4. Computer science and econometrics - drugiego stopnia z tyt. magistra
5. Financial Market Analysis

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Financial Market Analysis - opis przedmiotu

Cel przedmiotu

After completing the course, the student should be prepared for independent study of practical and theoretical issues that require knowledge of basic financial instruments and statistical analysis of financial data. They should have a grasp of the fundamentals of technical analysis and be able to interpret its results.

Wymagania wstępne

Zapisz zmiany

Completed courses: fundamentals of econometrics, descriptive statistics, basics of financial mathematics.

Zakres tematyczny

Lecture:

1. Financial Markets and Their Types (2 hours)
2. Basic Financial Instruments of the Capital Market and Their Significance (4 hours)
3. Method of Least Squares in the Analysis of Trends in Financial Data (2 hours)
4. Moving Averages and Their Application in Data Analysis - Financial Oscillators (3 hours)
5. Elements of Technical Analysis and Their Application - Charts, Formations (2 hours)
6. Examples of Applications in Data Analysis in Finance and Insurance (2 hours)

Exercises:

Related to the lecture topics in the form of presentations, speeches, and projects.

Metody kształcenia

Traditional lectures combined with the method of a scientific seminar.

Exercises: Presentations, speeches, and projects conducted individually or in groups

Efekty uczenia się i metody weryfikacji osiągania efektów uczenia się

Opis efektu	Symbole efektów	Metody weryfikacji	Forma zajęć

Warunki zaliczenia

The assessment for the course is based on the average grades from lectures and exercises, which include the preparation and delivery of a seminar paper in the form of a presentation, as well as a project on a given topic, both subject to evaluation.

Literatura podstawowa

1. R. Hull, Options, futures and other derivatives, (9th Ed.) Prentice Hall 2012.
2. J.J. Murphy, Technical Analysis of Financial Markets, Prentice Hall 2012.

Literatura uzupełniająca

Uwagi

Zmodyfikowane przez dr Ewa Synówka (ostatnia modyfikacja: 10-04-2024 21:24)