The program is conducted in English and aims to train highly qualified professionals for international careers in the financial sector. Graduates will be able to develop and master specific skills in quantitative finance, with a particular focus on portfolio management, derivative pricing, and risk assessment. The curriculum includes courses in econometrics, statistics (including machine learning), economics, mathematics, stochastic calculus, and coding. In addition to a solid theoretical foundation, the program emphasizes applied skills to meet the needs of an increasingly technology-driven sector. The courses are taught by faculty from the Departments of Economics, Physics, and Mathematics.
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