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

First Year

1. Learning activities

Period ? The period in which lectures are held 1: 03/09/2020 - 31/10/2020 2: 09/11/2020 - 17/12/2020 3: 15/02/2021 - 26/03/2021 4: 19/04/2021 - 29/05/2021 P: 21/09/2020 - 17/12/2020 S: 15/02/2021 - 29/05/2021 ssd ? Disciplinary-scientific area to which the learning activity belongs cfu ? Credits
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.) 4
75367  Econometrics 4 SECS-P/05 6
93013  Stochastic Processes 2 MAT/06 6
37265 Financial Market Regulation P IUS/04 6

Second Year

1. Learning activities

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: 03/09/2020 - 31/10/2020 2: 09/11/2020 - 17/12/2020 3: 15/02/2021 - 26/03/2021 4: 19/04/2021 - 29/05/2021 P: 21/09/2020 - 17/12/2020 S: 15/02/2021 - 29/05/2021 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: 03/09/2020 - 31/10/2020 2: 09/11/2020 - 17/12/2020 3: 15/02/2021 - 26/03/2021 4: 19/04/2021 - 29/05/2021 P: 21/09/2020 - 17/12/2020 S: 15/02/2021 - 29/05/2021 ssd ? Disciplinary-scientific area to which the learning activity belongs cfu ? Credits
94423 Fundamentals Of Interest Rate Models - Not available for the year  2020/2021 1 SECS-S/06 6
75371 Statistics of Financial Markets 1 SECS-S/03 6
94424 Advanced Interest Rate Models And Market - Not available for the year  2020/2021 2 SECS-S/06 6
37269 Econometrics of Financial Markets 2 SECS-P/05 6
37280 Interest Rate Models 2 SECS-S/06 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
75448 Advanced Methods of Risk Management 2 - Not available for the year  2020/2021 3 SECS-S/06 6
81626 Advanced Topics in Liquidity Management in the Post Crisis Era 3 SECS-P/01 6
93008 Computational Finance - Not available for the year  2020/2021 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: (6 CFU)

Period ? The period in which lectures are held 1: 03/09/2020 - 31/10/2020 2: 09/11/2020 - 17/12/2020 3: 15/02/2021 - 26/03/2021 4: 19/04/2021 - 29/05/2021 P: 21/09/2020 - 17/12/2020 S: 15/02/2021 - 29/05/2021 cfu ? Credits
75385 Internship
150 hours
1 6
81625 Advanced Topics In Quantitative Methods In Finance 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: 03/09/2020 - 31/10/2020 2: 09/11/2020 - 17/12/2020 3: 15/02/2021 - 26/03/2021 4: 19/04/2021 - 29/05/2021 P: 21/09/2020 - 17/12/2020 S: 15/02/2021 - 29/05/2021 ssd ? Disciplinary-scientific area to which the learning activity belongs cfu ? Credits
82522 Internship
300 hours
1 12
87282 MARKET MICROSTRUCTURE AND HIGH FREQUENCY FINANCE - Not available for the year  2020/2021 2 SECS-S/06 6
87284 Advanced Computational Finance - Not available for the year  2020/2021 3 SECS-S/06 6
82517 Financial Journalism 4 SECS-P/11 3
87864 Topics In Liquidity Risk 4 SECS-S/06 3

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: 03/09/2020 - 31/10/2020 2: 09/11/2020 - 17/12/2020 3: 15/02/2021 - 26/03/2021 4: 19/04/2021 - 29/05/2021 P: 21/09/2020 - 17/12/2020 S: 15/02/2021 - 29/05/2021 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