ID:
510202
Durata (ore):
44
CFU:
6
SSD:
METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE
Anno:
2025
Dati Generali
Periodo di attività
Secondo Semestre (16/02/2026 - 23/05/2026)
Syllabus
Obiettivi Formativi
The course focuses on providing students with models and methods to analyze the financial market, with a special emphasis on ESG (Environmental, Social, and Governance) companies and climate-related assets. To achieve this goal, students will employ empirical analysis using available databases and software throughout the course. The program incorporates financial data analysis and numerical applications, making use of spreadsheet computation and econometric techniques. By the end of the course, students should possess fundamental financial tools and techniques that enable them to understand the financial market and make informed decisions. A key objective is to cultivate a rational and critical mindset for interpreting financial data. In addition, students will learn essential digital skills to collect, analyze, and report on data. Furthermore, they will be expected to integrate the ESG sector into the broader context of investment analysis.
Prerequisiti
calculus, optimization statistics: common distributions, parameter estimate, confidence intervals, hypothesis testing
Metodi didattici
For each topic, after a short introduction of the theoretical notions and models, the practical applications are presented and discussed with the help of examples and data. In the last part of the semester, presentations and flipped classrooms are Testi in inglese English calculus optimization Statistics: common distributions, parameter estimate, confidence intervals, hypothesis testing The course aims at providing models and methods to analyze t financial market, with special attention to the ESG companies and climate related assets. Financial data analysis and numerical applications are presented using spreadsheet computation and econometric software. At the end of the course, the students should have learned fundamental financial tools and techniques that allow to understand the financial market. The aim is to develop a rational and critical attitude toward the interpretation of financial data. Moreover, students should be able to put the ESG sector in the general framework of the investment analysis. used to enforce the learning and discuss some applied topics. During the lectures, financial data will be downloaded and analyzed using spreadsheet and other software.
Verifica Apprendimento
Teamworks and presentations to assess the students' skills in working with research papers, using data, and problem solving. Written exam to assess the theoretical notions, the models and the applications.
Testi
Reading list for general topics: - T. Roncally, Handbook of Sustainable Finance, http://www.thierry roncalli.com/SustainableFinance.html - Bodie-Kane-Markus, Investments, 10th Edition, McGraw-Hill, 2014. Chapters 7 and 8. - E.J. Elton, M.J. Gruber, S.J. Brown, W.N. Goetzman, Modern Portfolio Theory and Investment Analysis, Wiley, 2014. - T. Wegner, Applied Business Statistics, Juta Academics, 2013 For climate specific topics, the literature is indicated during the semester.
Contenuti
- Quantitative background - Introduction to spreadsheet computation - Analysis of financial returns - Volatility, correlation, and portfolios - Portfolio theory and diversification - The CAPM - The three factor model - Market efficiency - Introduction to trading systems - The ESG rating - Sustainable portfolio allocation - Comparison of portfolio performances: traditional vs ESG investing - The reasons to invest in ESG assets
Lingua Insegnamento
INGLESE
Corsi
Corsi
INTERNATIONAL BUSINESS AND ENTREPRENEURSHIP
Laurea Magistrale
2 anni
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