Portale di Ateneo - En.Unibs.it

(Dublin descriptors)
- knowledge and understanding: The course presents and explains the fundamentals of the quantitative theory underlying modern finance and in particular the modeling of diffusive stochastic processes and the corresponding methods of calculation. Thanks to this knowledge, the student will be able to understand the origins and the ways in which the risk can be controlled in financial decisions.
- applying knowledge and understanding: the student will acquire sufficient knowledge to understand and manipulate the main financial models currently used scientifically and professionally for the pricing of derivative instruments, for the definition of hedging strategies, for measurement and control of risk.
- making judgements: the understanding of the mathematical models underlying modern finance makes it possible to recognize the credibility and the limits of investment opportunities, to establish under what conditions the available information is offering objective changes to investment opportunities.
- communication skills: the world of modern finance undoubtedly requires an initiation path characterized by the acquisition of a minimum familiarity with terms, concepts and tools typical of the sector. Among these the most difficult to acquire are those of mathematical origin, because the extent and the level of modeling of the financial tools and variables have significantly developed over time.
- learning skills: The training sessions of the course are organized through small work groups with considerable degree of autonomy, in order to facilitate the identification of the solution to problems of a mathematical and financial nature. The assistance of the teacher is meant to just provide assistance and guide to the proposed resolution strategies originated within the groups. The teacher or assistant never provide the solution to the exercises. This modality favors both the autonomy and the aptitude for the solution of the necessary problems both during the examination and, in general, in the future professional-professional life.