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.
The course aims provides the basis of the financial markets and on the major policy tools that allow you to operate on them.
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.
Lectures and computer assisted lab sessions.
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
Lecture notes provided during the course.
Ricevimento: On appointment
MARCO RABERTO (President)
GIAN CARLO CAINARCA
SILVIA MASSA
STEFANIA TESTA
SILVANO CINCOTTI (President Substitute)
second semester
written examination
