CODE 66027 ACADEMIC YEAR 2020/2021 CREDITS 6 cfu anno 1 INGEGNERIA GESTIONALE 8734 (LM-31) - SAVONA SCIENTIFIC DISCIPLINARY SECTOR ING-IND/35 LANGUAGE Italian (English on demand) TEACHING LOCATION SAVONA SEMESTER 2° Semester MODULES Questo insegnamento è un modulo di: METHODS FOR CORPORATE FINANCE + FINANCIAL ENGINEERING 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 MARCO RABERTO Ricevimento: On appointment 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