MATHEMATICAL METHODS FOR BUSINESS
Stampa
Anno immatricolazione
2018/2019
Anno offerta
2018/2019
Normativa
DM270
SSD
SECS-S/06 (METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE)
Dipartimento
DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI
Corso di studio
INTERNATIONAL BUSINESS AND ENTREPRENEURSHIP - MANAGEMENT INTERNAZIONALE E IMPRENDITORIALITÀ
Curriculum
International Management
Anno di corso
Periodo didattico
Primo Semestre (24/09/2018 - 21/12/2018)
Crediti
6
Ore
44 ore di attività frontale
Lingua insegnamento
English
Tipo esame
SCRITTO
Docente
MAGGI MARIO ALESSANDRO (titolare) - 6 CFU
Prerequisiti
Calculus: limits, functions, derivatives, optimization
Linear algebra: vector and matrices, matrix operations
Statistics: common distributions, parameter estimate, confidence intervals, hypotesis test
Obiettivi formativi
The course aim at providing models and methods to analyze practical business problems.
Numerical applications are presented using spreadsheet computation.
Programma e contenuti
- Quantitative background
- Introductio to spreadsheet computation
- Descriptive analysis with spreadsheets
- The OLS estimate
- Some applications
- Extension: dummy variables and transformations, variable selection
- Linear optimization and business application
- Analysis of financial returns
- Volatility, correlation and portfolios
- Portfolio theory and diversification
- The market model
- Market efficiency
Metodi didattici
For each topic, after a short introduction of the theoretical notions and models, the practical applications are presented, discussed with the help of examples and data.
In line with the course objective, a strong importance is given to the computations, the data download and analysis.
Testi di riferimento
Reading list
- T. Wegner, Applied Business Statistics, Juta Academics, 2013
- E.J. Elton, M.J. Gruber, S.J. Brown, W.N. Goetzman, Modern Portfolio Theory and Investment Analysis, Wiley, 2014
- J.M. Wooldridge, Introductory Econometrics, South-Western Cenage Learning, 2013
- S.P. Bradley, A.C. Hax, T.L. Magnanti, Applied Mathematical Programming, Addison-Wesley Publishing Company (1977)
Modalità verifica apprendimento
Teamworks to assess the students' skills in using spreadsheets for data analysis and problem solving
Written exam to assess the theoretical notions, the models and the applications
Altre informazioni