QUANTITATIVE METHODS FOR ECONOMISTS

QUANTITATIVE METHODS FOR ECONOMISTS

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iten
Code
64616
ACADEMIC YEAR
2017/2018
CREDITS
6 credits during the 1st year of 8706 Accounting and Finance (LM-77) GENOVA
SCIENTIFIC DISCIPLINARY SECTOR
SECS-S/06
TEACHING LOCATION
GENOVA (Accounting and Finance)
semester
1° Semester
Teaching materials

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 has the aim of PROVIDE and analyze SOME Fundamental Mathematical Models for Building 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.

Teaching methods

The course will be taught through traditional lectures.

SYLLABUS/CONTENT

Part I: Introduction of some mathematical instruments.

Part II: Linear regression models. Asset -pricing models: CAPM, APT.

Part III: Empirical estimation of the proposed models: application to real financial data.

Part IV: Technical analysis of finacial markets: indicators and trading strategies.

RECOMMENDED READING/BIBLIOGRAPHY

Textbooks will be suggested during the lessons and through the Aulaweb site.

TEACHERS AND EXAM BOARD

Ricevimento: Refer to teacher's homepage

Exam Board

PIERPAOLO UBERTI (President)

CRISTINA LUIGIA GOSIO

LESSONS

Teaching methods

The course will be taught through traditional lectures.

LESSONS START

18 sett. 2017 - 15 dic. 2017

ORARI

L'orario di tutti gli insegnamenti è consultabile su EasyAcademy.

Vedi anche:

QUANTITATIVE METHODS FOR ECONOMISTS

EXAMS

Assessment methods

Final written report.