2018/2019

2018/2019

DM270

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

DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI

INTERNATIONAL BUSINESS AND ENTREPRENEURSHIP - MANAGEMENT INTERNAZIONALE E IMPRENDITORIALITÀ

International Management

1°

Primo Semestre (24/09/2018 - 21/12/2018)

6

44 ore di attività frontale

English

SCRITTO

MAGGI MARIO ALESSANDRO (titolare) - 6 CFU

Calculus: limits, functions, derivatives, optimization
Linear algebra: vector and matrices, matrix operations
Statistics: common distributions, parameter estimate, confidence intervals, hypotesis test

The course aim at providing models and methods to analyze practical business problems.
Numerical applications are presented using spreadsheet computation.

- 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

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.

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)

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