Checking date: 15/05/2024


Course: 2024/2025

(16755)
Master in Financial Sector Technologies: FinTech (Plan: 461 - Estudio: 313)
EPI


Coordinating teacher: IGLESIAS MARTINEZ, JOSE ANTONIO

Department assigned to the subject: Computer Science and Engineering Department

Type: Electives
ECTS Credits: 3.0 ECTS

Course:
Semester:




Requirements (Subjects that are assumed to be known)
Programación de Altas prestaciones. Sistemas de Información.
Objectives
- Introduce the roles and profiles in the financial markets area. - Understand the main challenges in the field of quantitative finance and risk management in the financial markets. - Understand the mathematical, technological, and financial fundamentals involved in the valuation of derivative products. - Acquire and assimilate specific programming knowledge related to the valuation and risk management of derivative products. - Understand the computational challenges related to the design of financial software, especially those related to calculating the sensitivities of derivative products.
Skills and learning outcomes
Description of contents: programme
1. Introduction of the financial market. 2. Algorithms to calculate profitability. 3. Calculate of supplies and stores 4. Open source financial platforms and tools
Learning activities and methodology
AF1: Theory classes: Basic theoretical knowledge and skills will be presented in large groups. Attendance: 100% AF3: Theory - practice classes: Theory lessons and resolution of practical exercises. Attendance: 100% AF4: Laboratory sessions: Small groups classes, in which problems proposed to the students are discussed and developed using the computer. Attendance: 100% AF5: Tutorials: Tutorials in person (one-by-one) or videoconference. Attendance: 100% AF2: Learning activities: forum about subjects, recorded-contents and other educational activities. Attendance: 0% AF7: Individual work. Attendance: 0% Teaching methodologies: MD1: Theoretical lectures to develop the main concepts of the subject MD3: Practical cases and problems that students must solve individually or in small groups MD4: Oral presentations and discussions in class under teacher moderation MD5: Practical work individually or in small gropus MD6: e-Learning activities As in other subjects, theoretical content can be delivered through online teaching systems such as recorded lectures or discussion forums, as well as traditional methods like individual or group projects. For more practical content, in-person attendance in labs can be combined with individual or group work outside the classroom through Remote Classroom, along with student monitoring and tutoring via forums and other discussion mechanisms. Other e-learning strategies will also be employed, such as self-assessment of completed work, all supported through Aula Global. In cases where specific software with a license that is not easily accessible to students is required for a particular practice or lab, in-person attendance in those lab sessions will be emphasized, at the expense of other sessions that are more suitable for a blended learning approach.
Assessment System
  • % end-of-term-examination 60
  • % of continuous assessment (assigments, laboratory, practicals...) 40

Calendar of Continuous assessment


Detailed subject contents or complementary information about assessment system of B.T.

The course syllabus may change due academic events or other reasons.