Imperial College London

ProfessorRustamIbragimov

Business School

Professor of Finance and Econometrics
 
 
 
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Contact

 

+44 (0)20 7594 9344i.rustam Website CV

 
 
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Location

 

40953 Prince's GateSouth Kensington Campus

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Summary

 

Econometrics 2 - BS1228

Role

Course Leader

Risk Management & Valuation - BS1030

Aims

This module covers the identification of categories of risk faced by financial institutions such as credit, market, liquidity, operational and reputational risks.

Role

Course Leader

Advanced Financial Statistics - BS1021

Aims

 This module aims to provide students with more advanced tools of time series, econometrics and statistical methods than Financial Statistics and Risk Management. The course will cover classical and modern statistical and econometric models and methods used to analyze data in finance, economics and risk management. The treatment of the course topics will involve many examples and applications of econometric and statistical methods and models covered in the above fields. 

Among other topics, the course will focus on time series models for key financial and economic variables and indicators, their properties, estimation and applications. The course will also discuss the main statistical regularities common for many variables and databases in financial and economic markets and other fields, including dependence, heterogeneity and heavy-tailedness, and modern methods for their modeling and analysis. The treatment of the material and empirical examples in the course will be based on applications of statistical and computer software such as STATA and Matlab. The emphasis of the course will be on empirical applications for datasets and models in finance, economics and risk management and mathematics of the statistical methods covered will be introduced only as needed and will not be a central focus.

 

Role

Course Leader

Financial Econometrics - BS1219

Role

Course Leader

Econometrics 1  - BS1221

Role

Course Leader