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CODE 64616
ACADEMIC YEAR 2018/2019
CREDITS
SCIENTIFIC DISCIPLINARY SECTOR SECS-S/06
TEACHING LOCATION
  • GENOVA
SEMESTER 1° Semester
TEACHING MATERIALS AULAWEB

OVERVIEW

Course description

The course provides mathematical instruments for asset pricing and analysis of financial markets, from a theoretical and practical point of view.

AIMS AND CONTENT

LEARNING OUTCOMES

The course has the aim of PROVIDE and analyze SOME Fundamental Mathematical Models for Building in the economic and financial field.

AIMS AND LEARNING OUTCOMES

The course provides mathematical instruments for asset pricing and analysis of financial markets, from a theoretical and practical point of view.

TEACHING METHODS

The course will be taught through traditional lectures.

SYLLABUS/CONTENT

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.

RECOMMENDED READING/BIBLIOGRAPHY

Textbooks will be suggested during the lessons and through the Aulaweb site.

TEACHERS AND EXAM BOARD

Exam Board

PIERPAOLO UBERTI (President)

CRISTINA LUIGIA GOSIO

MARINA RAVERA

LESSONS

LESSONS START

1^st semester

EXAMS

ASSESSMENT METHODS

Final written report.

Exam schedule

Data appello Orario Luogo Degree type Note
09/01/2019 14:30 GENOVA Scritto + Orale
23/01/2019 14:30 GENOVA Scritto + Orale
07/06/2019 14:30 GENOVA Scritto + Orale
20/06/2019 14:30 GENOVA Scritto + Orale
04/07/2019 14:30 GENOVA Scritto + Orale
05/09/2019 14:30 GENOVA Scritto + Orale