Contents
The Postgraduate Diploma in Mathematics for Financial Instruments consists of one academic year of training, with an academic value of 36 credits, and includes 262 hours of face-to-face theoretical and practical classes, divided into two semesters. Each semester includes the following subjects:
Subjects in the first semester:
Introduction to Finance: financial products and markets, insurance and finance, financial strategies, scientific computing in risk
Basic Mathematics and Programming: time series, statistics, programming
Subjects in the second semester:
Advanced Mathematics: econometrics, stochastic calculus, partial differential equations
Professional Management: portfolio management, risk management, derivatives management, introduction to the EIKON platform
| Subject | Credits | Type |
|---|---|---|
Introduction to Finance |
9 ECTS |
Obligatory |
Basic Math and Programming |
9 ECTS |
Obligatory |
Advanced Mathematics |
9 ECTS |
Obligatory |
Professional Management |
9 ECTS |
Obligatory |
Itinerary
The Graduate Diploma in Mathematics for Finance is part of the Master's Degree in Mathematics for Finance (1107).
Specific skills
- Master and apply in professional practice the functioning and language of financial markets
- Use statistics and econometrics at an advanced level
- Program in Visual Basic
- Demonstrate advanced knowledge of stochastic processes and time series
- Apply analytical and numerical methods for solving partial differential equations
- Understand how insurance works
- Apply portfolio management to real-life situations
- Apply risk management in professional environments
- Use derivatives management in financial contexts
- Program in Visual Basic in professional environments
- Program in SAS and, in general, use statistical software in business practice
- Perform advanced financial analysis; in particular, recognize, handle, and manage financial products, financial markets, fundamental and technical analysis, insurance, balance sheet analysis, valuation of financial companies, advanced financial management strategies, etc.
Transferable skills
- Design and develop mathematical models of reality; in particular, models that incorporate random components and attempt to validate them in real practice.
- Present and communicate orally and in writing the models developed and the solutions obtained for specific real-world problems.
- Present and communicate orally and in writing reports and projects.
- Work in teams in academic and professional environments.
- Manage and use bibliographic or internet information and incorporate it into report writing.
- Prepare and interpret statistical and financial studies.
Title obtained
Specialization Diploma in Mathematics for Financial Instruments