Argomenti dell'insegnamento
The course covers the tools of financial econometrics and empirical finance, with the focus on correlation analysis, classical linear regression and advanced time-series analysis. It introduces econometric modelling of financial prices and volatility, and estimation of some risk measures. Then, it extends to macro-finance problems. Strong emphasis is placed on the application of the models to real financial data.

Modalità di insegnamento
The course will combine in-class explanation of the background material, problem-solving and case discussions. Students will be expected to participate actively in class work, which will give them the opportunity to apply theoretical concepts to realistic situations.

Obiettivi formativi e risultati di apprendimento (ulteriori info.)
Ability to perform all the mentioned econometric techniques by using appropriate software (MATLAB, PYTHON, R).

Modalità d'esame
Final Exam (50%): The final exam is a combination of problems, cases, and essay questions. Optional assignment (50%): Case studies will be assigned during the semester to be completed in writing and presented in class by groups of students. The questions included in the final exam are aimed at assessing the acquisition of knowledge and understanding the ability to apply them to new situations as well as to evaluate the skill of the student to analyse and report on complex business transactions. The case studies also measure the student’s capability to search for the relevant regulatory and economic information that apply to a specific situation. If a student does not complete the assignment, the exam will weight 100%.

Criteri di valutazione
Final exam: 50% Assignment: 50% The student must pass the exam to have a passing grade in the course.