Courses

Course code: CNSC 6006Office: N11 308Course schedule: This course will take place during the first half of the winter term, starting on January 10th 2018.Office hours: by appointmentPrerequisites:You need to be proficient with Python to take this course – read the “to satisfy the prerequisite” section below. Basic...
Instructor: Rossano Schifanella
Credits: 2.0
This course is designed to introduce you to the frontiers of research in financial economics. We will mainly focus on theoretical research in the areas of financial frictions, crises, liquidity, bubbles,financial intermediation, and banking. The course will contain a mix of lectures and paperdiscussions. A firm...
Instructor: Adam Zawadowski
Credits: 4.0
Main topics are: Brownian motion (Wiener process), martingales, stochastic (Ito) integration, stochastic differential equations, diffusion processes. These tools are heavily used in financial mathematics, biology, physics, and engineering. Thus if someone wants to enter e.g. the flourishing field of financial...
Instructor: Miklós Rásonyi, Kinga Tikosi - TA
Credits: 2.0
This course gives an introduction into empirical methods used in modern industrial organization. We will discuss typical issues and solutions that come up in the estimation of production functions, demand systems, and models of industry competition. We will examine some applications of the above methods such as merger...
Instructor: Andrzej Baniak
Credits: 2.0
Main topics are: Brownian motion (Wiener process), martingales, stochastic (Ito) integration, stochastic differential equations, diffusion processes. These tools are heavily used in financial mathematics, biology, physics, and engineering. Thus if someone wants to enter e.g. the flourishing field of financial...
Instructor: Rásonyi Miklós
Credits: 3.0