Stock market, Markowitz-portfolio theory, CAPM, Black-Scholes formula, value at risk, monte carlo simulations, FOREX
What you'll learn:
- Understand stock market fundamentals
- Understand the Modern Portfolio Theory
- Understand the CAPM
- Understand stochastic processes and the famous Black-Scholes mode
- Understand Monte-Carlo simulations
- Understand Value-at-Risk (VaR)
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. Then Capital Asset Pricing Model (CAPM). One of the most elegant scientific discoveries in the 20th century is the Black-Scholes model: how to eliminate risk with hedging. Nowadays machine learning techniques are becoming more and more popular. So you will learn about regression, SVM and tree based approaches.
IMPORTANT: only take this course, if you are interested in statistics and mathematics!!!
stock market basics
machine learning in finance
how to forecast future stock prices
SVM, k-nearest neighbor classifier and logistic regression
Thanks for joining my course, let's get started!