QUANTITATIVE METHODS FOR ECONOMISTS

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Code
64616
ACADEMIC YEAR
2020/2021
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 provides some fundamental mathematical instruments to be used 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 useful 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

Office hours: Refer to teacher's homepage

Exam Board

PIERPAOLO UBERTI (President)

CRISTINA LUIGIA GOSIO

MARINA RAVERA

MARINA RESTA

LESSONS

TEACHING METHODS

The course will be taught through traditional lectures.

LESSONS START

1^st semester

EXAMS

EXAM DESCRIPTION

Oral exam.

ASSESSMENT METHODS

Final  oral exam.

Exam schedule

Date Time Location Type Notes
18/12/2020 14:00 GENOVA Scritto + Orale
14/01/2021 14:00 GENOVA Scritto + Orale
28/01/2021 14:00 GENOVA Scritto + Orale
04/05/2021 11:00 GENOVA Orale appello straordinario riservato esclusivamente ai laureandi a.a. 2019/20
11/06/2021 14:00 GENOVA Scritto + Orale
29/06/2021 14:00 GENOVA Scritto + Orale
16/07/2021 14:00 GENOVA Scritto + Orale
09/09/2021 14:00 GENOVA Scritto + Orale