Understand stock market fundamentals Understand the Modern Portfolio Theory Understand stochastic processes and the famous Black-Scholes mode Understand Monte-Carlo simulations Understand Value-at-Risk (VaR) You should have an interest in quantitative finance as well as in mathematics and programming! This course is about the fundamental basics of financial engineering. First of all you will learn about stocks, bonds and other derivatives. The main reason of this course is to get a better understanding of mathematical models concerning the finance in the main. Markowitz-model is the first step.

This course is about the fundamental basics of financial engineering. First of all you will learn about stocks, bonds and other derivatives. The main reason of this course is to get a better understanding of mathematical models concerning the finance in the main. Markowitz-model is the first step. One of the most elegant scientific discoveries in the 20th century is the Black-Scholes model: how to eliminate risk with hedging.