Laurea Magistrale in Quantitative Finance

Piano didattico per studenti immatricolati nell'a.a. 2019-20

Classes will be held in the following terms: First term (from 21/09 to 24/10/2020); Second term (from 09/11 to 12/12/2020); Third term (from 15/02 to 20/03/2021); Fourth term (from 19/04 to 22/05/2021); S (from 15/02 to 22/05/2021); CT1 (from 26/10/2020 to 22/12/2020); CT2 (from 17/02/2021 to 4/06/2021).
Lesson Hours: 6 ECTS (CFU) = 30; 3 ECTS (CFU) = 15

Primo Anno di Corso

1. Learning activities

periodo ? L'arco di tempo in cui si tengono le lezioni di un insegnamento 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 CT1: 26/10/2020 - 22/12/2020 CT2: 17/02/2021 - 04/06/2021 ssd ? Settore scientifico disciplinare a cui appartiene l'insegnamento cfu ? Crediti formativi universitari
81623 MATHEMATICS AND PROBABILITY (I.C.) 2
81624  PROBABILITY 2 MAT/05 6
75376  CALCULUS 1 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
75366 STATISTICS AND ECONOMETRICS (I.C.) - non attivo per l'anno  2020/2021 2
75367  ECONOMETRICS 2 SECS-P/05 6
75368  STATISTICS 1 SECS-S/01 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
37265 FINANCIAL MARKET REGULATION P IUS/04 6

2. Crash course

periodo ? L'arco di tempo in cui si tengono le lezioni di un insegnamento 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 CT1: 26/10/2020 - 22/12/2020 CT2: 17/02/2021 - 04/06/2021 cfu ? Crediti formativi universitari
92427 REASSESSMENT OF REAL ANALYSIS AND ADVANCED DIFFERENTIAL CALCULUS - non attivo per l'anno  2020/2021 1 0

Secondo Anno di Corso

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.
periodo ? L'arco di tempo in cui si tengono le lezioni di un insegnamento 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 CT1: 26/10/2020 - 22/12/2020 CT2: 17/02/2021 - 04/06/2021 ssd ? Settore scientifico disciplinare a cui appartiene l'insegnamento cfu ? Crediti formativi universitari
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)

periodo ? L'arco di tempo in cui si tengono le lezioni di un insegnamento 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 CT1: 26/10/2020 - 22/12/2020 CT2: 17/02/2021 - 04/06/2021 ssd ? Settore scientifico disciplinare a cui appartiene l'insegnamento cfu ? Crediti formativi universitari
75371 STATISTICS OF FINANCIAL MARKETS 1 SECS-S/03 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
81626 ADVANCED TOPICS IN LIQUIDITY MANAGEMENT IN THE POST CRISIS ERA 3 SECS-P/01 6
87281 ADVANCED COMPUTATIONAL FINANCE 3 SECS-S/06 6
75447 ADVANCED METHODS OF RISK MANAGEMENT 1 3 SECS-S/06 6
75374 FINANCIAL ENGINEERING FOR ASSET MANAGEMENT 3 SECS-P/01 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 among: (6 CFU)

periodo ? L'arco di tempo in cui si tengono le lezioni di un insegnamento 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 CT1: 26/10/2020 - 22/12/2020 CT2: 17/02/2021 - 04/06/2021 cfu ? Crediti formativi universitari
75385 INTERNSHIP
150 hours 		1 6
81625 ADVANCED TOPICS IN QUANTITATIVE METHODS IN FINANCE
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 (ECTS 12) (massimo 36 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.
periodo ? L'arco di tempo in cui si tengono le lezioni di un insegnamento 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 CT1: 26/10/2020 - 22/12/2020 CT2: 17/02/2021 - 04/06/2021 ssd ? Settore scientifico disciplinare a cui appartiene l'insegnamento cfu ? Crediti formativi universitari
94421 FUNDAMENTALS OF INTEREST RATE MODELS 1 SECS-S/06 6
82522 INTERNSHIP
300 hours 		1 12
75385 INTERNSHIP 1 6
73387 CREATIVITY AND INNOVATION M CT2 3
81799 PROJECT MANAGEMENT AND SOFT SKILLS M CT2 3
81625 ADVANCED TOPICS IN QUANTITATIVE METHODS IN FINANCE 3 6
94422 APPLIED COMPUTATIONAL FINANCE 4 SECS-S/06 3
87394 CREDIT RISK 4 SECS-S/06 6
82517 FINANCIAL JOURNALISM 4 SECS-P/11 3
87864 TOPICS IN LIQUIDITY RISK 4 SECS-S/06 3
75383 WORKSHOP IN QUANTITATIVE FINANCE 4 6
93019 ARPM BOOTCAMP
Only for QF students. In order to attend the course in the best possible way, it is highly recommended to choose the ARPM Bootcamp before 10th February, so you will be able to have the access to the platform and start your classes on time! Please, once added it to your study plan, send also an email (before 10th February) from your Unibo email account to marialuigia.loiudice@unibo.it (write in the subject e-mail “ARPM BOOTCAMP attendance”) to confirm your attendance. 		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".
periodo ? L'arco di tempo in cui si tengono le lezioni di un insegnamento 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 CT1: 26/10/2020 - 22/12/2020 CT2: 17/02/2021 - 04/06/2021 cfu ? Crediti formativi universitari
86298 FINAL EXAMINATION 1 6
86299 FINAL EXAMINATION ABROAD 1 18
75384 FINAL EXAMINATION LM 1 18
84548 PREPARATION FOR THE FINAL EXAMINATION ABROAD
If you select this activity, you intend to enter a competition for international mobility (e.g. Thesis Abroad, Erasmus+, etc.). You will agree with your thesis supervisor the company/institution who will host you and the activities to carry out. 		1 12