FINANCIAL INSTRUMENTS AND RISK MANAGEMENT
STRUMENTI FINANZIARI E GESTIONE DEL RISCHIO
| A.Y. | Credits |
|---|---|
| 2021/2022 | 8 |
| Lecturer | Office hours for students | |
|---|---|---|
| Alessandro Belmonte | Please send me an email to book an appointment |
Assigned to the Degree Course
| Date | Time | Classroom / Location |
|---|
| Date | Time | Classroom / Location |
|---|
Learning Objectives
The course aims at comprehending and mastering concepts as diverse as uncertainty, economic risk, and the functioning of the main financial tools required to protect economic agents' risk exposure.
Program
PART I: Risk and uncertainty
1. Expected utility
2. Risk aversion
3. Choice under uncertainty
PART II: Financial markets: models and estimators
4. Stock markets and portfolio choice
5. Mean-variance
6. Capital Asset Pricing Model (CAPM)
7. CAPM estimators
8. Arbitrage
9. Market efficiency and abnormal returns: Event study
PART III: Main financial instruments
10. Futures
11. Derivatives
12. Bonds
Learning Achievements (Dublin Descriptors)
- Knowledge and comprehension capability of concepts of uncertainty, risk, and of the main financial models and estimators.
- Knowledge and comprehension capability tested in class through the discussion of specific cases and exercises on Microsoft Excel.
- Self-judgement: the student shall be able to comprehend, analyze, and compare complex real-life cases and to apply the new tools.
- Communication skills: the student shall be able to comprehend and use the financial jargoon
- Comprehension capability: the student will be able to develop cognitive models to be used in the future experience in the job market.
Teaching Material
The teaching material prepared by the lecturer in addition to recommended textbooks (such as for instance slides, lecture notes, exercises, bibliography) and communications from the lecturer specific to the course can be found inside the Moodle platform › blended.uniurb.it
Supporting Activities
Microsoft Excel exercises will be presented and discussed in class
Teaching, Attendance, Course Books and Assessment
- Teaching
Teaching will be supported by presentation slides and Microsoft Excel worksheets.
- Attendance
Constant attendance is recommended, but not mandatory
- Assessment
Written exam
- Disability and Specific Learning Disorders (SLD)
Students who have registered their disability certification or SLD certification with the Inclusion and Right to Study Office can request to use conceptual maps (for keywords) during exams.
To this end, it is necessary to send the maps, two weeks before the exam date, to the course instructor, who will verify their compliance with the university guidelines and may request modifications.
| « back | Last update: 19/01/2022 |
