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Courses to attend
Specialization specific courses
Algorithmic Forecasting of
Stock Price Processes
Descriptive analysis of financial time series
Transformations of time series, statistical analysis
Trend analysis, extraction of cyclical effects
Decomposing time series with deterministic models
Smoothing techniques for reducing noise
Stochastic models (ARIMA model family)
Volatility modelling (ARCH, GARCH family)
Business and Financial Analytics
Evaluating the value and risk of firms
Capital expenditure strategies
Pricing credits, evaluating claims
Analyzing investor behavior
Types of financial investments
Types of risks, mitigation techniques
Analyzing securities with interests
Financial Investment Planning
Standard financial instruments
Introduction to modern portfolio theory
Utility theory, the CAPM model
Log-optimal portfolios
Option pricing, the binomial model
Cox-Ross-Rubinstein & Black-Scholes formulas
Discrete martingales, martingale pricing
Risk Analysis and Management
Introduction to risk assessment
Frameworks for risk analysis and management
Estimating tail risk, the cash management problem
Portfolio diversification (extreme eigenvalue & mean-reverting strategies)
Computational difficulties, efficient approximations
Monte Carlo simulation & stratified sampling
Deterministic sampling, deterministic bounds
Software Technologies for
Finance Systems
General software development techniques, design principles for financial systems
Lifecycle models, object-oriented software planning
Design patterns, common software architectures
Server & client side development techniques
Development of thick, thin and mobile client applications
Standardized interfaces for system-to-system communication
Distributed financial systems
Related courses
The following courses are obligatory for every Business Informatics specialization, but heavily related to Financial Informatics.
Data Mining Techniques
Finance
Mathematical Statistics
Operations Research
Suggested elective courses
Everyone has to finish a few elective courses besides the mandatory ones - these are some great extensions to your studies.
Applied Data Analysis
'Big Data' Analytical Tools on Open-source Platforms
Customer Analytics