The Master in Finance is held in English and aims to train professionals capable of undertaking highly qualified jobs in the financial sector at an international level.
Graduates will be able to develop and master specific skills in quantitative finance, with particular focus on portfolio management, risk measurement and mitigation, derivatives valuation, and data analysis and modeling.
The study program includes courses in econometrics, economics, mathematics, probability and stochastic calculus, statistics, coding (Matlab and Python), and data analysis, with an emphasis on machine learning methods. In addition to a solid theoretical foundation, graduates will develop applied skills to meet the needs of a sector that is becoming increasingly technological.
The courses are taught by professors from the Departments of Economics and Management, Physics, and Mathematics.
STUDY PLAN
Asset Pricing and Macroeconomics; Capital Markets and EU Company Law; Econometrics; Economic Models; Financial Econometrics; Firm Valuation and Capital Market Instruments; Laboratory on Financial and Ethical Behaviour; Portfolio Theory; Probability and Stochastic Processes; Quantitative Finance; Real Analysis; Statistics for Finance; Topics in Portfolio Management; two elective courses (recommended: Advanced Quantitative Finance, Algorithms for Optimization, Computational Methods); Final project.
Overview of the program
- ASSET PRICING AND MACROECONOMICS 9 CFU - 66 hours 2nd semester
- CAPITAL MARKETS AND EU COMPANY LAW 6 CFU - 44 hours 1st semester
- ECONOMETRICS 6 CFU - 44 hours 2nd semester
- FIRM VALUATION AND CAPITAL MARKET INSTRUMENTS 6 CFU - 44 hours 1st semester
- PORTFOLIO THEORY 6 CFU - 44 hours 2nd semester
- PROBABILITY AND STOCHASTIC PROCESSES 9 CFU - 66 hours 1st semester
- QUANTITATIVE FINANCE 6 CFU - 44 hours 2nd semester
Economic Models is recommended for students holding a degree in the graduation classes L08, L09, L30, L31, L35, L41;
Real Analysis is recommended for students holding a degree in the other admissible classes.
- ECONOMIC MODELS 9 CFU - 66 hours 1st semester
- REAL ANALYSIS 9 CFU - 66 hours 1st semester
CORSO DI LINGUA ITALIANA PER STUDENTI STRANIERI to be compulsorily chosen by foreign students (for details see Art.8, comma 9, FINANCE didactic Regulations)
- ITALIAN LANGUAGE FOR FOREIGN STUDENTS 3 CFU - 30 hours 1st semester
- LABORATORY ON FINANCIAL MANAGEMENT AND ETHICAL BEHAVIOUR 3 CFU - 44 hours 2nd semester
- FINANCIAL ECONOMETRICS 9 CFU - 66 hours
- FINAL EXAM 24 CFU - 0 hours
- STATISTICS FOR FINANCE 9 CFU - 66 hours
- TOPICS IN PORTFOLIO MANAGEMENT 6 CFU - 44 hours
- ADVANCED QUANTITATIVE FINANCE 6 CFU - 44 hours
- ALGORITHMS FOR OPTIMIZATION 6 CFU - 44 hours
- COMPUTATIONAL METHODS 6 CFU - 44 hours