My Lectures
I teach lectures in Finance and Economics. Most of my lectures are conducted in Polish. Some lectures are conducted in both Polish and English. Each lecture has its own website with presentations, materials, and other teaching resources.
Websites are password protected and designed for students of SGH Warsaw School of Economics.
Lecture Websites
Managing credit portfolio in bank
dr Piotr Kuszewski, dr Marek Lusztyn, dr Andrzej Krysiak
The lecture covers the fundamentals of credit risk management in banking. Topics include: methods for assessing the profitability of credit portfolios, segmentation methods, scoring and rating models, applications of quantitative methods, legal and regulatory issues, and credit portfolio securitization methods.
ZarzÄ…dzanie ryzykiem finansowym i instrumenty pochodne
dr Piotr Kuszewski, dr Marek Lusztyn
The lecture covers the application of derivatives to financial risk management. Topics include: forward/futures instruments, options and swaps, and their application to interest rate risk management, currency risk management, and credit risk management.
Game theory
dr Piotr Kuszewski
An introductory course in game theory. Covers games in normal and extensive form, the concept of equilibrium, Bayesian games, imperfect and incomplete information. In addition to the fundamentals of game theory, applications of game theory to modeling oligopoly are also discussed.
Quantitative methods in finance
dr Piotr Kuszewski
A lecture on quantitative methods in finance. The fundamentals of the R programming language and its application in financial data analysis are covered. Topics such as data importing, data analysis, regression models, and time series analysis are discussed through practical examples.
Risk in finance
dr Piotr Kuszewski
A comprehensive lecture on risk management . Various aspects of risk management and its measurement are discussed. Risk categories such as market risk, credit risk, operational risk, insurance risk, climate risk, household risk and others are presented in detail.
All my lecture websites are prepared with Quarto.