CODE 64616 ACADEMIC YEAR 2021/2022 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 LANGUAGE Italian 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. PREREQUISITES Basic level calculus and linear algebra. TEACHING METHODS The course will be taught by frontal lectures. During the a.y. 2021/22 the lectures might be in blended mode. SYLLABUS/CONTENT 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. 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) MARINA RAVERA MARINA RESTA LESSONS LESSONS START September 2021 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 19/01/2022 09:00 GENOVA Orale 04/02/2022 14:00 GENOVA Orale 02/05/2022 14:00 GENOVA Orale 09/06/2022 09:00 GENOVA Orale 23/06/2022 09:00 GENOVA Orale 21/07/2022 15:00 GENOVA Orale 09/09/2022 15:00 GENOVA Orale
