Financial Engineering, Specialization Course

This course covers advanced topics within finance and economics based on the courses above. Topics covers areas such as real option analysis / investment analysis, methods within financial econometrics, and possibly other areas of finance and/or economics. Application areas may include energy economics and forecasting.

After completing the course, the student should understand important analytical concepts, methods and models in finance and economics. Regarding research methodology, the student should be able to define a research question, apply a method, and understand and discuss results as well as being able to communicate the results and their implications. The candidate should also be able to present his/her own work as well as discuss other papers.

Lectures, seminar/student presentations and discussions, guest lectures. The course is in the form of intensive lectures with several hours per day, several days per week, during a limited number of weeks. Compulsory work: Presentations covering areas of the course.