Quantitative Finance

Learning Goals

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.

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

D

SSD

SECS-S/06

ECTS

6

Semester

2

Lecturers