Financial Risk Analytics
7.5 creditsData-driven modelling and decision-making has been recently gained attention in the finance industry. The Financial Risk Analytics course focuses on analytical techniques involved in financial risk assessment. The course includes two main topics; (i) the probability theory, no-arbitrage pricing, discrete, as well as continuous-time models and their applications in pricing financial derivatives, and (ii) time-series methods, e.g., GARCH and EVT, used to model risk measures such as Value-at-Risk (VaR) and Expected Shortfall (ES). Statistical software such as R programing is used for the applications. After taking this course, students will be able to apply and implement appropriate financial risk analytic techniques that will aid them in their professional career as financial or risk analyst.
Växjö – the student city with a living campus
Just south of Växjö’s city centre you will find Linnaeus University’s campus. In Växjö, many students choose to live on campus.
Here you will have five minutes’ walking distance to friends, restaurants, lecture rooms, gym, grocery store, the University Library, nature trails, and student pubs. If you live in another part of Växjö, you can quickly get to the university by bus or bicycle.
With its 90 000 inhabitants, Växjö is one of the fastest growing cities in Sweden. Here you will find the famous Småland entrepreneurship spirit and a lot of companies, for instance within the IT industry – perfect for when you are looking for an internship position or a job. Växjö is also a picturesque city where you are always close to forests and water.
Build your own degree
Did you know that you can combine single-subject courses to build your own degree? In this way, you can design your own degree based on your interests and the career you are aiming for. This does not apply to all courses so make sure to check with a study counsellor at the faculty. Learn more about how you can build your own degree and become unique on the labour market.