This course provides a theoretical and practical overview of what financial institutions do, how they manage their risks, and how they are regulated. The course also discusses the causes and effects of financial crises, and how financial intermediation is ...
This course introduces frameworks, concepts and tools to understand the economic dimensions of the world we live in. The course includes applications to real-world situations and events. Assessment is through group projects. The course is divided into two ...
The students learn different financial risk measures and their risk theoretical properties. They learn how to design and implement risk engines, with model estimation, forecast, reporting and validation elements. The students will also overview regulation ...
This is a PhD course on recursive methods used in modern macroeconomics. Recursive
representations of macroeconomic models are useful because they are parsimonious and allow
the computer to be used to solve for the equilibrium and the dynamics of the model ...