A86042 Informatica e metodi quantitativi per la Finanza

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.