Financial markets (2012/2013)

Course code
4S00471
Name of lecturer
Emanuele Maria Carluccio
Coordinator
Emanuele Maria Carluccio
Number of ECTS credits allocated
9
Academic sector
SECS-P/11 - FINANCIAL MARKETS AND INSTITUTIONS
Language of instruction
Italian
Period
primo semestre dal Sep 24, 2012 al Dec 21, 2012.

Lesson timetable

Learning outcomes

The course is split in two parts strictly interconnected: in the first part, the assessment of both Treasury and corporate bonds will be done on an individual and portfolio level. This is meant to examine the logics of portfolio management. In the second part, the assessment of equity and the structure and functioning of financial markets, mainly at a national level.

Syllabus

1. Portofolio management
2. Measuring risks and returns of corporate bonds and corporate bonds portfolios
3. Using Bund Futures for Treasury bonds portfolios
4. OTC derivatives
5. Measuring risks and returns of equities
6. Equity portfolios management
7. Financial markets

Textbooks:
P. L. FABRIZI (des.), “Economia del mercato mobiliare”, Egea, Milano, 2011
(selected chapters only: chapters 4, 5, 6, 7, 8, 12, 13, 15, 16)

Assessment methods and criteria

Written examination