2015/2016

2015/2016

DM270

SECS-S/06 (METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE)

DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI

INTERNATIONAL BUSINESS AND ECONOMICS - ECONOMIA E MANAGEMENT INTERNAZIONALE

PERCORSO COMUNE

1°

Secondo Semestre (22/02/2016 - 21/05/2016)

6

44 ore di attività frontale

INGLESE

SCRITTO

MAGGI MARIO ALESSANDRO (titolare) - 6 CFU

Basic calculus and statistics

The main objective of this course is to present selected topics on quantitative approaches to Economics, Finance and Business. paying attention to practical applications and empirical studies.

- Quantitative background
- Business applications
- Data analysis for business
- Financial markets
- Valuation and risk management
- Fixed income assets

Lectures

Lectures notes and selected topics out of the following textbooks:

H. Barreto and F.M. Howland, Introductory Econometrics (using Monte Carlo Simulation with Microsoft Excel), Cambridge University Press. 2006
further readings:

Elton, Gruber, Brown, Goetzmann, Modern Portfolio Theory and Investment Analysis, 6th Edition, Wiley
P. Jorion, Financial risk manager handbook - 6. ed. - Hoboken : Wiley finance, 2011

Written assessment

Exam grade average: 27.7