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FINANCIAL ENGINEERING

CODE 66027
ACADEMIC YEAR 2018/2019
CREDITS 6 credits during the 1st year of 8734 Management Engineering (LM-31) SAVONA
SCIENTIFIC DISCIPLINARY SECTOR ING-IND/35
LANGUAGE Italian (English on demand)
TEACHING LOCATION SAVONA (Management Engineering)
SEMESTER 2° Semester
MODULES This unit is a module of:
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

The course aims to provide the basis of financial markets and on the major modeling tools.
The student will acquire the ability to model the financial markets and to critically evaluate the results obtained. During the computer exercises will be shown examples of modeling and evaluation of results.

TEACHING METHODS

Lectures and computer assisted lab sessions.

SYLLABUS/CONTENT

The course is organized in four main topics:

  1. Basic concepts of probability and stochastic processes
  2. Statistical properties of financial time series
  3. Models of financial time series
  4. Finance theory

RECOMMENDED READING/BIBLIOGRAPHY

Lecture notes provided during the course.

TEACHERS AND EXAM BOARD

Exam Board

LINDA MADDALENA PONTA (President)

MARCO RABERTO (President)

GIAN CARLO CAINARCA

SILVANO CINCOTTI

SILVIA MASSA

STEFANIA TESTA

LESSONS

TEACHING METHODS

Lectures and computer assisted lab sessions.

LESSONS START

second semester

Class schedule

All class schedules are posted on the EasyAcademy portal.

EXAMS

EXAM DESCRIPTION

written examination

Exam schedule

Date Time Location Type Notes
11/01/2019 10:00 SAVONA Scritto
15/02/2019 10:00 SAVONA Scritto
14/06/2019 10:00 SAVONA Scritto
01/07/2019 10:00 SAVONA Scritto
19/07/2019 10:00 SAVONA Scritto
16/09/2019 10:00 SAVONA Scritto
28/10/2019 10:00 SAVONA Scritto