Mathematical aspects of financial markets Basic Information M145(1+0+2) - 4 ECTS credits The goal of the course is exploration of financial markets with an emphasis on quantitative methods for analyzing prices, values, and risks. Students will develop skills in applying mathematical and statistical techniques for risk assessment, market data analysis, and investment decision-making. You can access the course content at the following link: PDF Basic literature C. Alexander, Market Risk Analysis, Quantitative Methods in Finance, Vol. I, John Wiley & Sons, 2012. C. Alexander, Market Risk Analysis, Pricing, Hedging and Trading Financial Instruments, Vol. III, John Wiley & Sons, 2015. Additional literature Y. J. Hilpisch, Python for Finance: Mastering Data-Driven Finance, O’Reilly, 2019. J. C. Hull, Risk Management and Financial Institutions, Wiley, 2023. J. J. Murphy, Technical Analysis of the Financial Markets, A Comprehensive Guide to Trading Methods and Applications, New York Institute of Finance, 1999. B. Novak, Financijska tržišta i institucije, Ekonomski fakultet u Osijeku, 2005. D. Ruppert & D. S. Matteson, Statistics and Data Analysis for Financial Engineering with R Examples, Springer, 2015. E. E. Williams & J. A. Dobelman, Quantitative Financial Analytics: The Path To Investment Profits, World Scientific, 2017. Teaching materials The materials are available on the internal Teams channel of the course, through which all internal communication takes place. Students are required to register on the course’s Teams channel. The channel code for joining the course can be found in the schedule.