FINANCIAL ENGINEERING

FINANCIAL ENGINEERING

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Code
66027
ACADEMIC YEAR
2019/2020
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
Teaching materials

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

MARCO RABERTO (President)

STEFANIA TESTA

SILVIA MASSA

SILVANO CINCOTTI

GIAN CARLO CAINARCA

LINDA MADDALENA PONTA

LESSONS

Teaching methods

Lectures and computer assisted lab sessions.

LESSONS START

second semester

EXAMS

Exam description

written examination

Exam schedule

Date Time Location Type Notes
15/09/2020 10:00 SAVONA Scritto