|
Curso con proyecto. Curso en el que se recomienda incorporar el uso de tecnologías de información. |
|||||
|
|||||
Disciplina asociada:Finanzas |
|||||
Escuela:
Negocios
|
|||||
Departamento Académico:
Contabilidad y Finanzas
|
|||||
Programas académicos: |
|||||
Requisitos:(Haber Cursado FZ3027) |
|||||
Equivalencia:FZ3006 |
|||||
Acreditables:AF00872 |
|||||
Intención del curso en el contexto general del plan de estudios: |
|||||
|
Es un curso de nivel avanzado en el área de las finanzas que busca que el alumno resuelva problemas financieros mediante el desarrollo de modelación a través del manejo de tecnología. Se requiere conocimientos previos de inversiones, instrumentos derivados y econometría. Como producto de aprendizaje se espera que: el alumno desarrolle e implemente un programa en VBA, MatLab o C++ en alguno de los siguientes tópicos: |
|||||
Objetivo general de la Unidad de Formación: |
|||||
|
Al finalizar el curso el alumno será capaz de manejar bases de datos para la solución de los problemas. Representar un problema financiero desde una perspectiva matemática computacional y resolverlo considerando preferentemente criterios de optimización. |
|||||
Técnica didáctica sugerida: |
|||||
| Aprendizaje orientado a proyectos | |||||
Bibliografía sugerida: |
|||||
|
LIBROS DE TEXTO: * S. Christian Albright, VBA for Modelers: Developing Decision Support Systems Using Microsoft® Excel (with VBA Program CD-ROM) ,, Cengage Learning, 2006, * Paolo Brandimarte., Numerical Methods in Finance: A MATLAB-Based Introduction, Editorial Wiley Series in Probability and Statistics., 2006, * Huu Tue Huynh, Van Son Lai , y Issouf Soumaré, Stochastic Simulation and Applications in Finance with MATLAB programs, Editorial Wiley., 2008, |
|||||
Perfil del Profesor: |
|||||
|
(520801)Maestría en Finanzas ; (520301)Maestría en Contabilidad ; (450601)Maestría en Economía ; (520801)Doctorado en Finanzas ; (520301)Doctorado en Contabilidad ; (450601)Doctorado en Economía CIP: 520801, 520301, 450601 |
|||||
|
Course with project. Course in which it’s recommended to incorporate the use of information technologies. |
|||||
|
|||||
Discipline:Finance |
|||||
School:
Business
|
|||||
Academic Department:
Accounting and Finance
|
|||||
Programs: |
|||||
Prerequisites:( FZ3027) |
|||||
Equivalences:FZ3006 |
|||||
Creditables:AF00872 |
|||||
Course intention within the general study plan context: |
|||||
|
This is an advanced course in the field of finance in which students learn to solve financial problems through modeling development by means of technology management. It requires prior knowledge of investments, derivatives and econometrics. Students are expected to develop and implement a program in VBA, MatLab or C + + in any of the following topics: Portfolio investment, Study of betas, Linear Regression, Valuation of options with Monte Carlo simulation and / or binomial trees. |
|||||
Course objective: |
|||||
|
Upon completion of this course, students will be able to manage databases in order to solve problems; represent a financial problem from the perspective of computational mathematics and solve the problem preferably considering optimization criteria. |
|||||
Teaching and learning tecniques: |
|||||
| Learning-oriented projects | |||||
Suggested Bibliography: |
|||||
|
TEXT BOOKS: * S. Christian Albright, VBA for Modelers: Developing Decision Support Systems Using Microsoft® Excel (with VBA Program CD-ROM) ,, Cengage Learning, 2006, * Paolo Brandimarte., Numerical Methods in Finance: A MATLAB-Based Introduction, Editorial Wiley Series in Probability and Statistics., 2006, * Huu Tue Huynh, Van Son Lai , y Issouf Soumaré, Stochastic Simulation and Applications in Finance with MATLAB programs, Editorial Wiley., 2008, |
|||||
Academic credentials required to teach the course: |
|||||
|
(520801)Master Degree in Finances and (520301)Master Degree in Accountancy and (450601)Master Degree in Economy and (520801)Doctoral Degree in Finances and (520301)Doctoral Degree in Accountancy and (450601)Doctoral Degree in Economy CIP: 520801, 520301, 450601 |
|||||
