|Course Title||Modeling Financial Markets In Ukraine|
|Institution||European University of Finance|
Objectives of the Course:
On successful completion of this subject students should:
Have a broad overview of the main issues involved in modeling financial markets.
Have a detailed understanding of term structure of macro-econometric models of economy.
Have a detailed understanding of macro-econometric models of country interaction.
Lecture 1: Financial Programming and Policy.
The Monetary Policy Rules.
Lecture 2: Financial market analysis.
Volatility effects in financial markets.
The failure of financial markets (case Ukraine).
Lecture 3: Macro –econometric model of the economy.
Factor costs and prices.
Distribution of income.
Interest rates and exchange rates.
Lecture 4: Two country models.
Lecture 5: Financial System as a Multi-agent System.
Lecture 6: IMF Macro –econometric model MULTIMOD Mark III.
Macro-economic model of the German economy.
Economic models at the Bank of England.
A model of the French financial system at the Bank of France.
Lecture 7: The Regulation of Financial Markets.
Dependence of modeling from structure regulation of financial markets.
Lecture 8: Using MatLab 6.1 for modeling the monetary shock.
Lecture 9: Using Statistic Neural Networks 4.0 for modeling the monetary shock.
Lecture 10: Case of Ukraine.
To download the list of references, please click here.