The course introduces data science, python coding, and their applications to finance. The course will cover: linear regression, logistic regression, regularisation methods, non linear models, tree and random forest models, neural networks, deep learning, applications to finance and financial technologies (fintech)
- Teacher: PAOLO STEFANO GIUDICI
- Teacher: RASHA ZIENI
This course covers both theoretical and practical aspects of modern econometric models that are used by financial institutions, investment banks, central banks, governments, think tanks, and other research institutes. The emphasis is on asset pricing and volatility modeling. The course will be accompanied by empirical examples in Matlab. At the end of the course student is familiarized with the modern econometric techniques use in the analysis of financial data.
- Teacher: EDUARDO ROSSI
- Teacher: LORENZO TRAPANI
Applied Finance provides a comprehensive introduction to the pricing of financial assets. It will cover the main pillars of asset pricing, including choice theory, portfolio theory, Arrow-Debreu pricing, arbitrage pricing, and dynamic models.
- Teacher: RICCARDO BRIGNONE
The course aims at providing some basic knowledge on some fundamental economic models which can be considered as preliminary to further studies in Finance.
- Teacher: RICCARDO BRIGNONE
- Teacher: ELENA MOLHO