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
Basic level calculus and linear algebra.
The course will be taught by frontal lectures. During the a.y. 2021/22 the lectures might be in blended mode.
Part I: Basic elements of linear algebra.
Part II: Immunization, term structure of interest rates.
Part III: Portfolio Selection: the model of Markowitz.
Part IV: Linear regression models. Asset -pricing models: CAPM, APT.
Part V: Empirical estimation of the proposed models: application to real financial data.
Textbooks will be suggested during the lessons and through the Aulaweb site.
Ricevimento: Refer to teacher's homepage
PIERPAOLO UBERTI (President)
MARINA RAVERA
MARINA RESTA
September 2021
QUANTITATIVE METHODS FOR ECONOMISTS
Oral exam.
Final oral exam.
