Portale di Ateneo - En.Unibs.it

During the lectures, the main financial market models will be presented (one and multi-period, discrete time and continuous time), by studying the problem of asset pricing. Then, we will show how to measure and manage the interest rate risk (for a bond portfolio) and the price risk (for a stock portfolio). Finally, after presenting the theory of choice under risk we will show the recent findings about coherent risk measures.