CODE 66027 ACADEMIC YEAR 2021/2022 CREDITS 6 cfu anno 1 INGEGNERIA GESTIONALE 8734 (LM-31) - GENOVA SCIENTIFIC DISCIPLINARY SECTOR ING-IND/35 LANGUAGE Italian (English on demand) TEACHING LOCATION GENOVA SEMESTER 2° Semester MODULES Questo insegnamento è un modulo di: CORPORATE FINANCE + FINANCIAL ENGINEERING TEACHING MATERIALS AULAWEB OVERVIEW 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. AIMS AND CONTENT LEARNING OUTCOMES The course aims provides the basis of the financial markets and on the major policy tools that allow you to operate on them. AIMS AND LEARNING OUTCOMES Understand the functioning of financial markets, with particular reference to the stock market and the derivatives market (options and futures). Analyzing, with the aid of the calculator, the statistical properties of the financial time series, with particular reference to stocks. Understand and analyze stock dynamics patterns. Understanding the theory of expected utility and portfolio theory and knowing how to apply it, with the help of the calculator, according to the investor's risk / return preferences. Evaluate the correct price of options and futures in the absence of arbitrage. Understand the fundamentals of risk management. TEACHING METHODS Lectures and computer assisted lab sessions. SYLLABUS/CONTENT 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 derivgfatives: futures and options 6. Risk management RECOMMENDED READING/BIBLIOGRAPHY Bodie Z., Kane A., Marcus A. (2021). Investments. Ed. 12th https://www.mheducation.com/highered/product/investments-bodie-kane/M9781260013832.html Hull J.C. (2022). Options, Futures and other Derivatives https://www.pearson.com/us/higher-education/program/Hull-Options-Futures-and-Other-Derivatives-RENTAL-11th-Edition/PGM100003054007.html Lecture notes and slides provided by the teacher during the course. TEACHERS AND EXAM BOARD MARCO RABERTO Ricevimento: On appointment Exam Board MARCO RABERTO (President) SILVIA MASSA STEFANIA TESTA SILVANO CINCOTTI (President Substitute) LESSONS LESSONS START https://corsi.unige.it/8734/p/studenti-orario Class schedule The timetable for this course is available here: Portale EasyAcademy EXAMS EXAM DESCRIPTION Written examination ASSESSMENT METHODS The written test aims to verify, through appropriate exercises, the student's ability to apply to numerical examples the learned analytical and modeling tools for the description and evaluation of financial portfolios, its components and financial derivatives. The oral discussion is aimed at ascertaining the student's learning of some of the fundamental theoretical concepts. Exam schedule Data appello Orario Luogo Degree type Note 19/01/2022 09:00 GENOVA Scritto + Orale 15/02/2022 09:00 GENOVA Scritto + Orale 15/06/2022 09:00 GENOVA Scritto + Orale 20/07/2022 09:00 GENOVA Scritto + Orale 13/09/2022 09:00 GENOVA Scritto + Orale