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CODE 66027
ACADEMIC YEAR 2020/2021
CREDITS
SCIENTIFIC DISCIPLINARY SECTOR ING-IND/35
LANGUAGE Italian (English on demand)
TEACHING LOCATION
  • SAVONA
SEMESTER 2° Semester
MODULES Questo insegnamento è un modulo di:
TEACHING MATERIALS AULAWEB

OVERVIEW

The course of Financial Engineering provides the basics regarding financial markets and develops the applications of engineering methods for solving problems in economics and finance. Particular attention is paid to the models of financial market models and to the definition of quantitative tools for risk and portfolio management.

AIMS AND CONTENT

LEARNING OUTCOMES

The course aims provides the basis of the financial markets and on the major policy tools that allow you to operate on them.

AIMS AND LEARNING OUTCOMES

The course aims to provide the basis of financial markets and on the major modeling tools.
The student will acquire the ability to model the financial markets and to critically evaluate the results obtained. During the computer exercises will be shown examples of modeling and evaluation of results.

TEACHING METHODS

Lectures and computer assisted lab sessions.

SYLLABUS/CONTENT

The course is organized into 5 main topics:

1. Fundamental concepts on probabilities and stochastic processes
2. Statistical properties of the financial series
3. Financial time series models
4. Portfolio theory
5. Financial derivatives: futures and options

RECOMMENDED READING/BIBLIOGRAPHY

Lecture notes provided during the course.

TEACHERS AND EXAM BOARD

Exam Board

MARCO RABERTO (President)

GIAN CARLO CAINARCA

SILVIA MASSA

STEFANIA TESTA

SILVANO CINCOTTI (President Substitute)

LESSONS

LESSONS START

second semester

Class schedule

The timetable for this course is available here: Portale EasyAcademy

EXAMS

EXAM DESCRIPTION

written examination

Exam schedule

Data appello Orario Luogo Degree type Note
10/02/2021 11:00 SAVONA Scritto