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Overview

This concentration was introduced to the Master of Finance in response to the high impact of the economic commotion in the modern investment banking sector. Students are challenged with advanced quantitative products and complex portfolio management exercises further developing their ability to assess and predict market patterns and trends. Students are able to understand and develop complex financial solutions and to perform in the high-speed capital markets environment.

Modules

Derivative Analysis

 Students will focus on understanding the use of derivative products, gaining a theoretical understanding of forwards and options, learn to analyse and calculate hedges and how to implement these with Excel. 

Financial Engineering

This is the capstone module of the concentration. Under strong time constraints the students will use their knowledge from previous courses to prepare and present case studies. They will focus on pricing, analysing and selling financial products to clients while working in international groups. Exclusive talks by market specialists on treasury, hedge funds and operational risk give additional insight.

Credit Risk Default Models & Credit Derivatives

The module provides a profound introduction to credit risk in general: from a portfolio perspective to single name default risks. A special emphasis is put on the modelling of default dependence. Furthermore the module discusses the use of credit derivatives for credit risk management, including pricing and understanding market quotes for credit derivatives.

Structured Products & Interest Rate Models

In this module you gain a thorough understanding of interest rate products and interest rate models.  You are able to apply advanced knowledge for assessing interest rate risk, i.e. you can quantify yield curve risk, apply interest rate derivatives and structured products to manage risks, analyze complex structured products and assess their modeling requirements.

Quantitative Portfolio Management

This module covers an extensive discussion of the theoretical and computational tools used in the portfolio analysis and in risk management. Through home assignments/ in-class quizzes, the students will apply the covered theoretical tools to a number of real portfolio analysis problems.

Why Capital Markets at FS?

“The modules provide you with the background needed to perform structuring tasks, asset allocation or other assignments related to capital markets positions. Yes, a big part of those classes is based on quantitative methods, but it does not mean that you have to hold a quant degree in order to choose capital markets.”

Get more insights from Abdelaziz here, a MoF student studying the Capital Markets concentration.

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