| CODE | 64616 |
|---|---|
| ACADEMIC YEAR | 2021/2022 |
| CREDITS |
|
| SCIENTIFIC DISCIPLINARY SECTOR | SECS-S/06 |
| LANGUAGE | Italian |
| TEACHING LOCATION |
|
| SEMESTER | 1° Semester |
| TEACHING MATERIALS | AULAWEB |
|
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
The course provides mathematical instruments for asset pricing and analysis of financial markets, from a theoretical and practical point of view.
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. |
Office hours: Refer to teacher's homepage
PIERPAOLO UBERTI (President)
MARINA RAVERA
MARINA RESTA
September 2021
Oral exam.
Final oral exam.
| Date | Time | Location | Type | Notes |
|---|---|---|---|---|
| 19/01/2022 | 09:00 | GENOVA | Orale | |
| 04/02/2022 | 14:00 | GENOVA | Orale | |
| 02/05/2022 | 14:00 | GENOVA | Orale | appello straordinario riservato esclusivamente ai laureandi a.a. 2020/21 |
| 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 |