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 vibrant campus
Just south of Växjö city centre lies Campus Växjö. Many students choose to live on campus.
Here you have friends, restaurants, lecture halls, gyms, a supermarket, the university library, outdoor recreation areas, and student pubs – all within a five-minute walk. You can also live in other parts of Växjö and easily reach the university by bike or bus.
With nearly 100 000 inhabitants, Växjö is one of Sweden’s fastest-growing cities. It has a strong Småland entrepreneurial spirit and a diverse business sector – perfect when you’re looking for a placement, an internship, or a job.
Växjö is also a scenic city, where you’re always close to forests and lakes, and it offers plenty of events and experiences, ranging from music and food to sports.
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.