The course introduces financial engineering tools and financial and business risk management.
The aim of the course is to provide the theoretical and methodological tools necessary for the understanding, analysis and management of risk, defined either in terms of operational, credit and liquidity risk for financial intermediaries and companies, both public and private, either in terms of market risk for investors.
The Financial Engineering and Risk Management course aims to provide students with techniques and tools for understanding financial issues, for extracting information from financial data, for analyzing financial investment choices in securities portfolios and for managing financial and business risk. At the end of the course the student will be able to:
Basic knowledge of software programming is assumed.
Teaching will mainly take place through lectures and exercises.
The following topics are covered within the Financial Engineering and Risk Management course:
Riccardo Cesari Introduzione alla Finanza Matematica, McGraw-Hill
John C. Hull, Risk Management and Financial Institutions Pearson
John C. Hull,Options, Futures, and Other Derivatives Pearson
Ricevimento: By appointment, either online (via Microsoft Team) or in office
LINDA MADDALENA PONTA (President)
SERGIO FOCARDI
SILVANO CINCOTTI (President Substitute)
SILVIA MASSA (President Substitute)
MARCO RABERTO (President Substitute)
STEFANIA TESTA (President Substitute)
https://corsi.unige.it/en/corsi/8734/studenti-orario
Learning assessment takes place through a written test, an oral test and a project to be carried out in groups. Only students who have received a sufficient evaluation of the written test are admitted to the oral exam. The tests consist of questions related to the topics constituting the course programme.
The written test will evaluate the ability to apply approaches, methods and tools in the context of financial engineering and risk management. The oral exam will evaluate the ability to understand the theories underlying the approaches, methods and tools applicable in the context of financial engineering and risk management as well as the student's ability to think critically.
The project will evaluate not only the ability to apply approaches, methods and tools with empirical data but also the ability of team working.
Students who have valid certification of physical or learning disabilities on file with the University and who wish to discuss possible accommodations or other circumstances regarding lectures, coursework and exams, should speak both with the instructor and with Professor Federico Scarpa (federico.scarpa@unige.it ), the School's disability liaison.
