The objective is to present an organic framework of specialist knowledge in the field of financial portfolio, with particular regard to risk assessment, performance evaluation and asset allocation.
Lectures and seminars
The ----corporate and investment banking; the tools offered by banks and financial intermediaries; financing through the debt capital and risk; structured finance; the corporate finance; the risk mangement and derivatives.
1. Securities Market
2. Relations between markets and institutions
3. Price formation in securities markets
4. Assesment criteria and performance indicators of bonds
5. Assesment criteria and liquidity indicators of bonds
6. Assesment criteria and risk indicators of bonds
7. Maturity yield curve
8. Assesment criteria and performance and risk indicators of shares
9. Markowitz portfolio theory
10. Capital Asset Pricing Model (CAPM)
11. Arbitrage pricing theory
12. Portfolio management of shares and bonds
13. Performance assesment
14. Market efficiency
15. Structure and organization of financial markets
16. Derivative financial instruments
The course material is available in the "Documents" section refers to the teaching