SECS-P/11 - 9 CFU - 2° Semester

Teaching Staff


Learning Objectives

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.

Course Structure

Lectures and seminars

Detailed Course Content

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

Textbook Information

The course material is available in the "Documents" section refers to the teaching

Open in PDF format Versione in italiano