Financial Modelling (SFI)
Persone
Docente titolare del corso
Mano N.
Assistente
Descrizione
Prerequisites
Investments, Capital Markets, or equivalent course
Objectives
Applications in Portfolio Optimization
Description / Program
The purpose of the course is to provide students with an applied view of the investment process, especially in the equity space. Before dealing with the more applied topics, we will need to review the theory behind the efficient frontier (Markowitz Theory). We will do extensive use of Excel to develop applications within domains such as the Efficient Frontier, the Treynor-Black Model, the Black-Litterman Approach to Portfolio Optimization, Performance Evaluation, and Factor Investing. The learning objectives of the course are both theoretical and applied. You will be tested on both your understanding of the theories and your ability to apply the theories to real data in Excel. We will stress the realism of the applications.
Learning Method / Style of Lessons
Lectures and Problem Sets with applications in Excel
Exam Style
Final Exam in Computer Room using Excel
Readings/Textbooks
Lecture Notes and Reading Material suggested in class.
Offerta formativa
- Master of Science in Economics in Banking and Finance (until A.Y. 2017), Corso a scelta, Corso a scelta, 2° anno
- Master of Science in Economics in Finance (until A.Y. 2017), Corso a scelta, Minor in Quantitative Finance, 2° anno
- Master of Science in Economics in Finance (until A.Y. 2017), Corso a scelta, Minor in Digital Finance, 2° anno
- Master of Science in Economics in Finance (until A.Y. 2017), Corso obbligatorio, Minor in Banking and Finance, 2° anno
- Master of Science in Financial Technology and Computing, Corso di base, Corso, 1° anno