Fundamental concepts of the structure of the markets, financial instruments and mathematical models used to estimate the price. Basic principles of risk and return management in an investment portfolio. Students will acquire the ability to write and implement codes capable of pricing the main categories of financial instruments presented in the course.
Quantitative Finance
Learning Goals
Program in pills
Market structure. Basic financial mathematics. Price dynamics of both simple and derivative financial instruments. Risk and return management of an investment portfolio.
The course includes a practical in-depth component through the use of IT tools.
Area
Multidisciplinary, Ethical-Judicial-Social Knowledge and Applications
Curriculum Foundations
TAF Type
Curriculum Industry
TAF Type
Curriculum Health
TAF Type
Curriculum Economy
TAF Type
SSD
ECTS
Semester
Lecturers