CODE 64616 ACADEMIC YEAR 2020/2021 CREDITS 6 cfu anno 1 AMMINISTRAZIONE, FINANZA E CONTROLLO 8706 (LM-77) - GENOVA 6 cfu anno AMMINISTRAZIONE, FINANZA E CONTROLLO 8706 (LM-77) - GENOVA 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 provides some fundamental mathematical instruments to be used 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 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. RECOMMENDED READING/BIBLIOGRAPHY Textbooks will be suggested during the lessons and through the Aulaweb site. TEACHERS AND EXAM BOARD PIERPAOLO UBERTI Ricevimento: Refer to teacher's homepage Exam Board PIERPAOLO UBERTI (President) CRISTINA LUIGIA GOSIO MARINA RAVERA MARINA RESTA LESSONS LESSONS START 1^st semester Class schedule QUANTITATIVE METHODS FOR ECONOMISTS EXAMS EXAM DESCRIPTION Oral exam. ASSESSMENT METHODS Final oral exam. Exam schedule Data appello Orario Luogo Degree type Note 14/01/2021 14:00 GENOVA Scritto + Orale 28/01/2021 14:00 GENOVA Scritto + Orale 04/05/2021 11:00 GENOVA Orale 11/06/2021 14:00 GENOVA Scritto + Orale 29/06/2021 14:00 GENOVA Scritto + Orale 16/07/2021 14:00 GENOVA Scritto + Orale 09/09/2021 14:00 GENOVA Scritto + Orale
