First cycle
degree courses
Second cycle
degree courses
Single cycle
degree courses
School of Science
STATISTICS ECONOMICS AND FINANCE
Course unit
ECONOMETRICS OF FINANCIAL MARKETS
SSM0013950, A.A. 2015/16

Information concerning the students who enrolled in A.Y. 2013/14

Information on the course unit
Degree course First cycle degree in
STATISTICS ECONOMICS AND FINANCE
SS1449, Degree course structure A.Y. 2009/10, A.Y. 2015/16
N0
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Degree course track PROFESSIONALIZZANTE [007PD]
Number of ECTS credits allocated 8.0
Type of assessment Mark
Course unit English denomination ECONOMETRICS OF FINANCIAL MARKETS
Website of the academic structure http://www.stat.unipd.it/risorse/SEF
Department of reference Department of Statistical Sciences
Mandatory attendance No
Language of instruction Italian
Branch PADOVA
Single Course unit The Course unit can be attended under the option Single Course unit attendance
Optional Course unit The Course unit can be chosen as Optional Course unit

Lecturers
Teacher in charge MASSIMILIANO CAPORIN SECS-S/03
Other lecturers MICHELE COSTOLA

ECTS: details
Type Scientific-Disciplinary Sector Credits allocated
Educational activities in elective or integrative disciplines SECS-P/05 Econometrics 8.0

Course unit organization
Period Second semester
Year 3rd Year
Teaching method frontal

Type of hours Credits Teaching
hours
Hours of
Individual study
Shifts
Laboratory 2.0 14 36.0 No turn
Lecture 6.0 42 108.0 No turn

Calendar
Start of activities 01/03/2016
End of activities 11/06/2016
Show course schedule 2015/16 Reg.2009 weekly timetable
2015/16 Reg.2009 single teaching timetable

Examination board
Board From To Members of the board
7 Commissione a.a. 2015/2016 01/10/2015 30/09/2020 CAPORIN MASSIMILIANO (Presidente)
CAPPUCCIO NUNZIO (Membro Effettivo)
WEBER GUGLIELMO (Membro Effettivo)

Syllabus
Prerequisites: None.
Target skills and knowledge: The course objective is to provide students a collection of quantitative tools for asset management.
Examination methods: Group homework with final presentation of results.

Alternatively, oral exam on the entire program (theory).
Assessment criteria: For group homework: interaction among team members; coherence of analyses developed with the required elements; knowledge of the presentation by all team members; introduction of innovations compared to the course content.
Course unit contents: 1. Financial markets and instruments
2. The efficient fronties: computation and inference
3. CAPM
4. Linear factor models
5. Performance evaluation
Planned learning activities and teaching methods: Classes and tutorials
Additional notes about suggested reading: On-line material
Textbooks (and optional supplementary readings)
  • Pastorello, S., Rischio e Rendimento. --: Il Mulino, 2001. Cerca nel catalogo