A78618 Financial investment & pricing

Scuola di Economia e Management
Laboratorio Esperienziale
Academic Year 2017/18 First Semester

foto
Docente TitolareMassimo Armanini
E-mailmarmanini@liuc.it
Office"Torre" (main tower), 3rd floor
Phone

All students attending FIP classes should participate in the Esperiential Learning Lab. Students who do not attend the course cannot participate in the Lab.

Learning Objectives

By the end of the Lab students should be able to:

  • Price fixed income securities using Excel
  • Manage a long only portfolio of different assets including Cash, Equities and Fixed Income Securities.

We will be following three steps

  • introduction
  • team work to perform initial asset allocation
  • ongoing simulation

Each team will start from the portfolio developed during the course and review its allocation in light of the portfolio optimization theory. Each bond in the portfolio will be priced by the team.

Each group will present their portfolio allocation to the rest of the class.

Over time the professor will ‘publish’ market news and events that might have an impact on the price of some of the securities and the teams should rethink their allocation accordingly.

Final presentation of the work done.

Required Readings

It is important that the students keep themselves up to speed with the subjects taught in class.

Course Evaluation


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