Piano didattico di Quantitative finance

Laurea Magistrale A.A. 2016/2017 - Codice Corso: 8854

Study plan a.y. 2016/17

Classes will be held in the following terms:
First term (from 19/09 to 21/10/2016);
Second term (from 07/11 to 09/12/2016);
Third term (from 20/02 to 25/03/2017);
Fourth term (from 19/04 to 23/05/2017).
Lesson Hours: 6 ECTS (CFU) = 30 hours; 3 ECTS (CFU) = 15 hours

Primo Anno di Corso

1. Learning activities

periodo ? L'arco di tempo in cui si tengono le lezioni di un insegnamento ssd ? Settore scientifico disciplinare a cui appartiene l'insegnamento cfu ? Crediti formativi universitari
37265 FINANCIAL MARKET REGULATION 1 IUS/04 6
81623 MATHEMATICS AND PROBABILITY (I.C.) 2
81624  PROBABILITY 2 MAT/05 6
75376  CALCULUS 1 MAT/05 6
78156 ECONOMICS AND FINANCE (I.C.) 2
75363  CORPORATE FINANCE 2 SECS-P/09 6
78159  FINANCIAL PRODUCTS AND MARKETS 3 SECS-P/09 6
75366 STATISTICS AND ECONOMETRICS (I.C.) 2
75367  ECONOMETRICS 2 SECS-P/05 6
75368  STATISTICS 1 SECS-S/01 6
75317 ACTUARIAL AND FINANCIAL MATHEMATICS (I.C.) 4
75319  ACTUARIAL MATHEMATICS 4 SECS-S/06 6
75318  FINANCIAL MATHEMATICS 3 SECS-S/06 6
37264 ECONOMICS OF FINANCIAL MARKETS 4 SECS-P/01 6

2. Laboratories

periodo ? L'arco di tempo in cui si tengono le lezioni di un insegnamento cfu ? Crediti formativi universitari
76528 LABORATORY OF COMPUTER PROGRAMMING
lessons: 20 hours
3 0
79568 LABORATORY IN ECONOMICS AND FINANCE
lessons: 20 hours from 5/9 to 16/9/2016
C 0
68356 LABORATORY IN MATHEMATICS
lessons: 30 hours from 5/9 to 16/9/2016
C 0
68357 LABORATORY IN PROBABILITY
lessons: 20 hours from 5/9 to 16/9/2016
C 0

Secondo Anno di Corso

1. Learning activities

Students can anticipate the following choices to the first year: 75383 Workshop in Quantitative Finance or 75385 Internship 6 ects They can also add, among the electives, the 82522 Internship 12 ects to their study plan in the first year. By doing so, students are allowed to start their internship during the summer. However, anticipating these choices is not compulsory nor required.
periodo ? L'arco di tempo in cui si tengono le lezioni di un insegnamento ssd ? Settore scientifico disciplinare a cui appartiene l'insegnamento cfu ? Crediti formativi universitari
75384 FINAL EXAMINATION LM 1 18
37278 NUMERICAL ANALYSIS (I.C.) 2
37262  COMPUTER PROGRAMMING 2 INF/01 6
35433  NUMERICAL METHODS 1 MAT/08 6

2. Two activity to be chosen among: (12 CFU)

periodo ? L'arco di tempo in cui si tengono le lezioni di un insegnamento ssd ? Settore scientifico disciplinare a cui appartiene l'insegnamento cfu ? Crediti formativi universitari
75449 ADVANCED METHODS OF INSURANCE 1 1 SECS-S/06 6
75447 ADVANCED METHODS OF RISK MANAGEMENT 1 1 SECS-S/06 6
37280 INTEREST RATE MODELS 1 SECS-S/06 6
75371 STATISTICS OF FINANCIAL MARKETS 1 SECS-S/03 6
75450 ADVANCED METHODS OF INSURANCE 2 2 SECS-S/06 6
75448 ADVANCED METHODS OF RISK MANAGEMENT 2 2 SECS-S/06 6
37281 CREDIT DERIVATIVES 2 SECS-S/06 6
37269 ECONOMETRICS OF FINANCIAL MARKETS 2 SECS-P/05 6
75374 FINANCIAL ENGINEERING FOR ASSET MANAGEMENT 2 SECS-P/01 6
37757 STATISTICAL METHODS FOR ASSET MANAGEMENT 4 SECS-S/01 6

3. One activity to be chosen among: (6 CFU)

Students can anticipate this choice to the first year
periodo ? L'arco di tempo in cui si tengono le lezioni di un insegnamento cfu ? Crediti formativi universitari
75385 INTERNSHIP
150 hours
1 6
75383 WORKSHOP IN QUANTITATIVE FINANCE 4 6

4. Electives (12 CFU)

periodo ? L'arco di tempo in cui si tengono le lezioni di un insegnamento ssd ? Settore scientifico disciplinare a cui appartiene l'insegnamento cfu ? Crediti formativi universitari
77917 ADVANCED TOPICS IN LIQUIDITY MANAGEMENT IN THE POST CRISIS ERA 1 SECS-P/01 6
82522 INTERNSHIP
300 hours
1 12
83656 INTERNSHIP 6 CFU 1 6
83810 SEM. ACTUARIAL RISKS IN THE SOLVENCY II ERA: FRONTIERS IN MATHEMATICS AND REGULATION 1 SECS-S/06 3
85227 SEM. INTENSIVE PROGRAMME - ADVANCED TOPICS IN QUANTITATIVE METHODS IN FINANCE 3 SECS-S/06 6
82517 FINANCIAL JOURNALISM 4 SECS-P/11 3