Financial markets (2014/2015)

Course code
Emanuele Maria Carluccio
Academic sector
Language of instruction
Teaching is organised as follows:
Activity Credits Period Academic staff Timetable
lezione 1 7 primo semestre Emanuele Maria Carluccio
lezione 2 2 primo semestre Giuliana Borello

Lesson timetable

primo semestre
Activity Day Time Type Place Note
lezione 1 Monday 2:00 PM - 4:30 PM lesson Lecture Hall Menegazzi  
lezione 1 Tuesday 9:20 AM - 11:50 AM lesson Lecture Hall Menegazzi  

Learning outcomes

The course is split in two, strictly interconnected parts: in the first part, the assessment of both Treasury and corporate bonds will be done both on an individual and portfolio level. This is meant to examine the logics of portfolio management, both active and passive. In the second part, the assessment of equity and the structure and functioning of financial markets, mainly at a national level, will be pursued, always keeping in mid the importance of technological developments and financial innovation.
Lectures may be integrated with experts’ insights on specific topics and/or small groups exercises.


1. Portfolio 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

P. L. FABRIZI (eds.), Economia del mercato mobiliare, Egea, Milano, 2013, chapters: 4, 5, 6, 7, 8, 12, 13, 16, 17.

Assessment methods and criteria

Written test.