Study Plan 2021/2022
The MSc in Finance and Risk Management (CLM FiRM) offers its prospective students an advanced education in finance, quantitative risk management and insurance, banking and financial accounting.
The course is a combination of economic theory for finance with quantitative methods (probability theory, statistics, numerical analysis and computational methods) to quantify and manage risk arising from financial, economic and insurance applications.
The MSc mix theory and practice, academic lectures and interaction with finance practitioners and empirical sessions.
The MSc offers three Double Degrees: those students admitted to the Programme have the chance to spend two semesters at the partner Universities, achieving a minimum of 60 credits (ECTS) and gaining from these universities the following additional titles:
- MSc in Finance and Accounting (School of Economics of Varsaw, Poland)
- MSc in Quantitative Asset and Risk Management (University of Economics in Katowice, Poland)
- MSc in Mathematics and Applications, pathway Financial Mathematics, Engineering and Finance (Ecole Nationale Superieure d’Informatique pour l'Industrie et l'Enterprise, Paris Evry, France).
Study Plan 2021-22
|
Course |
SSD |
ECTS |
compulsory |
year |
semester |
TAF |
|
Quantitative Finance and Derivatives (B019184) |
Secs-s/06 |
9 |
yes |
1 |
1 |
B |
|
Computational Finance (B019185) |
Secs-s/06 |
6 |
yes |
1 |
1 |
B |
|
Corporate Finance (B018849) |
Secs-p/09 |
6 |
yes |
1 |
1 |
B |
|
Corporate Governance and Financial Institutions (B019219) |
Secs-p/08 |
12 |
yes |
1 |
2 |
B |
|
Secs-p/11 |
||||||
|
International & Financial Economics (B028049) |
Secs-p/02 |
6 |
yes |
1 |
2 |
B |
|
European Capital Market Law (B026820) |
Ius/05 |
6 |
yes |
1 |
1 |
B |
|
Financial Statement Analysis (B019215) |
Secs-p/07 |
6 |
yes |
1 |
2 |
C |
|
Econometrics of Financial Markets (B019206) |
Secs-p/05 |
9 |
yes |
2 |
1 |
B |
|
Quantitative Risk Management - with MATLAB modulus (B019125) |
Secs-s/06 |
6 |
yes |
2 |
2 |
C |
|
Final examination (B019218) |
|
18 |
yes |
2 |
2 |
E |
|
Choose one from: |
|
|
|
|
|
|
|
Insurance and Risk models (B028050)
|
Secs-s/06 |
12 |
No |
1 |
2 |
B |
|
Pensions, solvency and financial reporting – with Phyton modulus (B028053)
|
2 |
1 |
B |
|||
|
Portfolio choice and Bond Markets (B029675) |
2 |
1 |
B |
|||
|
Choose one from: |
|
|
|
|
||
|
Merger and Acquisition Valuation (B020932) |
Secs-p/09 |
9 |
No
|
2 |
1 |
B |
|
Bank Management and sustainable finance
|
Secs-p/11 |
2 |
2 |
B |
||
|
Private Equity Risk Management and due-diligence Lab |
Secs-p/09 |
2 |
2 |
B |
||
|
Choose 6 CFU from: |
|
|
|
|
||
|
Internship (B019480) |
|
3 |
No |
|
|
F |
|
Workshop in Corporate finance (B024220) |
SECS-P/09 |
3 |
No |
2 |
2 |
F |
|
Workshop in Machine Learning for Finance and Insurance (B031083) |
SECS-S/06 |
3 |
No |
2 |
2 |
F |
|
Workshop in SAS (B029678) |
SECS–S/01 |
3 |
No |
2 |
2 |
F |
|
Workshop (B019482) |
|
3 |
No |
Workshop in collaboration with PROMETEIA Workshop Basic Phyton |
F |
|
|
Workshop (B016465) |
|
6 |
No |
Workshop in collaboration with ARPM |
F |
|
|
Optional courses – Choose one from: |
|
|
|
|
||
|
Insurance and Risk models – mod.A (B028051) |
Secs-s/06 |
9 |
No |
1 |
2 |
|
|
Pensions, solvency and financial reporting – mod.A (B028056) |
Secs-s/06 |
No |
2 |
1 |
|
|
|
Portfolio choice and Bond Markets – mod.A (B029676) |
Secs-s/06 |
No |
2 |
1 |
|
|
|
Merger and Acquisition Valuation (B020932) |
Secs-p/09 |
No |
2 |
1 |
|
|
|
Bank Management and sustainable finance |
Secs-p/11 |
No |
2 |
2 |
|
|
|
International accounting (B029665) |
SECS-P/07 |
No |
2 |
1 |
|
|
|
Mathematics for Economics (B020834) |
SECS-S/06 |
No |
2 |
1 |
|
|
|
Private Equity Risk Management and due-diligence Lab |
Secs-p/09 |
No |
2 |
2 |
|
|
|
Other courses |
|
|
|
|
|
|
Course list- first year (students enrolled in a.y. 2021/22)
Course list - second year (students enrolled in a.y. 2020/21)