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 provides some fundamental mathematical instruments to be used in the economic and financial field
The course will be taught through traditional lectures.
Part I: Introduction of some useful 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
MARINA RAVERA
MARINA RESTA
1^st semester
QUANTITATIVE METHODS FOR ECONOMISTS
Oral exam.
Final oral exam.
