A86042 Informatica e metodi quantitativi per la Finanza

Scuola di Economia e Management
Short Syllabus
Academic Year 2012/13 Second Semester

foto
Docente TitolareEmiliano Laruccia
E-mailelaruccia@liuc.it
Office"Torre" (main tower), 7th floor
Phone

Learning Objectives

At the end of the course the student will be able:

  1. to be familiar with Excel and Visual Basic financial tools;
  2. to create and manage a financial portfolio based on client financial needs and portfolio manager’s views;
  3. to assess the ex-ante and ex-post risk of financial portfolios;
  4. to price non standard options and evaluate different investment strategies using Monte Carlo simulations;
  5. to be familiar with some Bloomberg functions and Tools;
  6. to evaluate the fair price of financial instruments (bonds, stocks, derivatives);
  7. to apply for  a position of junior portfolio manager/risk manager/structured  in an  Asset Management Company or a junior position on Structured Product Desk.

 


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