Vai alla Homepage del Portale di Ateneo Second Cycle Degree/Two Year Master in Quantitative Finance

Course structure diagrams for students enrolled in the a.y. 2020-2021

Lesson Hours: 6 ECTS (CFU) = 30; 3 ECTS (CFU) = 15

First Year

1. Mandatory courses

Period ? The period in which lectures are held 1: 20/09/2021 - 30/10/2021 2: 08/11/2021 - 16/12/2021 3: 14/02/2022 - 26/03/2022 4: 20/04/2022 - 30/05/2022 P: 20/09/2021 - 16/12/2021 S: 14/02/2022 - 30/05/2022 CT1: 26/10/2021 - 22/12/2021 CT2: 21/02/2022 - 08/06/2022 ssd ? Disciplinary-scientific area to which the learning activity belongs cfu ? Credits
37265 Financial Market Regulation 1 IUS/04 6
81623 Mathematics and Probability (I.C.) 1
75376  Calculus 1 MAT/05 6
81624  Probability 2 MAT/05 6
89958 Corporate Finance And Risk Management (I.C.) 2
48144  Corporate Finance 2 SECS-P/09 6
35817  Financial Risk Management 3 SECS-P/09 6
75317 Actuarial and Financial Mathematics (I.C.) 4
75319  Actuarial Mathematics 4 SECS-S/06 6
75318  Financial mathematics 3 SECS-S/06 6
37264 Economics of Financial Markets 4 SECS-P/01 6
93119 Statistics And Econometrics (I.C.) - Not available for the year  2021/2022 4
75367  Econometrics 4 SECS-P/05 6
93013  Stochastic Processes 2 MAT/06 6

Second Year

1. Mandatory courses

Students can anticipate the following choices to the first year: 75383 Workshop in Quantitative Finance or 75385 Internship 6 ects They can also add, among the electives, the 82522 Internship 12 ects to their study plan in the first year. By doing so, students are allowed to start their internship during the summer. However, anticipating these choices is not compulsory nor required.
Period ? The period in which lectures are held 1: 20/09/2021 - 30/10/2021 2: 08/11/2021 - 16/12/2021 3: 14/02/2022 - 26/03/2022 4: 20/04/2022 - 30/05/2022 P: 20/09/2021 - 16/12/2021 S: 14/02/2022 - 30/05/2022 CT1: 26/10/2021 - 22/12/2021 CT2: 21/02/2022 - 08/06/2022 ssd ? Disciplinary-scientific area to which the learning activity belongs cfu ? Credits
37278 Numerical Analysis (I.C.) 2
37262  Computer Programming 2 INF/01 6
35433  Numerical Methods 1 MAT/08 6

2. Two activities to be chosen among: (12 CFU)

Period ? The period in which lectures are held 1: 20/09/2021 - 30/10/2021 2: 08/11/2021 - 16/12/2021 3: 14/02/2022 - 26/03/2022 4: 20/04/2022 - 30/05/2022 P: 20/09/2021 - 16/12/2021 S: 14/02/2022 - 30/05/2022 CT1: 26/10/2021 - 22/12/2021 CT2: 21/02/2022 - 08/06/2022 ssd ? Disciplinary-scientific area to which the learning activity belongs cfu ? Credits
81626 Advanced Topics in Liquidity Management in the Post Crisis Era 1 SECS-P/01 6
75371 Statistics of Financial Markets 1 SECS-S/03 6
94424 Advanced Interest Rate Models And Market 2 SECS-S/06 6
37269 Econometrics of Financial Markets 2 SECS-P/05 6
87278 Life Insurance 2 SECS-S/06 6
87280 Market Microstructure And High Frequency Finance 2 SECS-S/06 6
87279 Non-Life Insurance 2 SECS-S/06 6
75447 Advanced Methods of Risk Management 1 3 SECS-S/06 6
93008 Computational Finance 3 SECS-S/06 6
37281 Credit Derivatives 4 SECS-S/06 6
37757 Statistical Methods for Asset Management 4 SECS-S/01 6

3. One activity to be chosen between: (max limit 6 CFU)

Period ? The period in which lectures are held 1: 20/09/2021 - 30/10/2021 2: 08/11/2021 - 16/12/2021 3: 14/02/2022 - 26/03/2022 4: 20/04/2022 - 30/05/2022 P: 20/09/2021 - 16/12/2021 S: 14/02/2022 - 30/05/2022 CT1: 26/10/2021 - 22/12/2021 CT2: 21/02/2022 - 08/06/2022 cfu ? Credits
75385 Internship
150 hours
1 6
95666 ADVANCED TOPICS IN ENERGY MARKET AND FINANCE - Not available for the year  2021/2022
This activity can be chosen only from QF students. A call for application will be published soon to select students who will be able to attend the Advanced Topics.
3 6
75383 Workshop in Quantitative Finance 4 6

4. Electives (12 CFU)

The degree programme suggests the following courses, together with those activated in the framework of the course. You can choose courses among group 2, 3 and 4.
Period ? The period in which lectures are held 1: 20/09/2021 - 30/10/2021 2: 08/11/2021 - 16/12/2021 3: 14/02/2022 - 26/03/2022 4: 20/04/2022 - 30/05/2022 P: 20/09/2021 - 16/12/2021 S: 14/02/2022 - 30/05/2022 CT1: 26/10/2021 - 22/12/2021 CT2: 21/02/2022 - 08/06/2022 ssd ? Disciplinary-scientific area to which the learning activity belongs cfu ? Credits
94421 FUNDAMENTALS OF INTEREST RATE MODELS 1 SECS-S/06 6
82522 Internship
300 hours
1 12
73387 Creativity and Innovation M
available places: 50
CT2 3
87280 Market Microstructure And High Frequency Finance 2 SECS-S/06 6
95664 GRENFIN - ASSET MANAGEMENT AND TRANSITION RISK 3 SECS-P/01 6
95663 GRENFIN - SMART GRIDS FOR SMART CITIES 3 ING-IND/33 6
95662 INTRODUCTION TO MACHINE LEARNING 3 SECS-S/06 3
95661 ADVANCED MACHINE LEARNING 4 SECS-S/06 3
95665 GRENFIN - CREDIT RISK AND CLIMATE CHANGE 4 SECS-P/06 6
87864 Topics In Liquidity Risk 4 SECS-S/06 3
93019 ARPM Bootcamp S SECS-S/06 6

5. Final examination (18 CFU)

For those students who carry out the preparation for the final examination abroad, the final examination will be divided in 2 parts: final examination and preparation for the final examination abroad. Double degree students who discuss the final thesis abroad can choose “final examination abroad".
Period ? The period in which lectures are held 1: 20/09/2021 - 30/10/2021 2: 08/11/2021 - 16/12/2021 3: 14/02/2022 - 26/03/2022 4: 20/04/2022 - 30/05/2022 P: 20/09/2021 - 16/12/2021 S: 14/02/2022 - 30/05/2022 CT1: 26/10/2021 - 22/12/2021 CT2: 21/02/2022 - 08/06/2022 cfu ? Credits
86298 Final Examination 1 6
86299 Final Examination Abroad 1 18
75384 Final Examination Lm 1 18
84548 Preparation for the Final Examination Abroad 1 12