Course description
The course provides mathematical instruments for asset pricing and analysis of financial markets, from a theoretical and practical point of view.
The course has the aim of PROVIDE and analyze SOME Fundamental Mathematical Models for Building in the economic and financial field.
The course will be taught through traditional lectures.
Part I: Introduction of some mathematical instruments.
Part II: Linear regression models. Asset -pricing models: CAPM, APT.
Part III: Empirical estimation of the proposed models: application to real financial data.
Part IV: Technical analysis of finacial markets: indicators and trading strategies.
Textbooks will be suggested during the lessons and through the Aulaweb site.
Ricevimento: Refer to teacher's homepage
PIERPAOLO UBERTI (President)
CRISTINA LUIGIA GOSIO
18 sett. 2017 - 15 dic. 2017
QUANTITATIVE METHODS FOR ECONOMISTS
Final written report.
