Short course on "Financial Markets & Asset Pricing"

prof. Mario Cerrato

prof. Mario Cerrato

Financial Markets & Asset Pricing

prof. Mario Cerrato

Course content

Lectures will focus on providing a broad overview of the financial markets, with emphasis on: i) managing equity portfolios; ii) pricing and hedging equity options (the issues related to trading these derivatives will be discussed in detail, and the option pricing methodology will be developed using the basic market models such as Black-Scholes model; some more complex derivatives will also be discussed); iii) investigating some popular FX trading strategies. The hedging techniques involving the computation of option Greeks will be also covered. The practical implementation of many of the theoretical concepts will be taught during the lab sessions.

By the end of the course, students will be able to:

a)optimise an equity portfolio under different scenarios;
b)analyse the effectiveness of different models used in the financial markets;
c)calculate the price and hedging portfolios of popular derivatives traded in the financial markets;
d)understand some popular FX trading strategies.

Orari

lunedì 25/11/2019, ore10.00-13.00
giovedì 28 /11/2019, ore 10.00-13.00
lunedì 2/12/2019, ore 10.00-13.00
giovedì 5/12/2019, ore 10.00-13.00
lunedì 9/12/2019, ore 10.00-13.00
giovedì 12/12/2019, ore 10.00-13.00

Pubblication date: 11-06-2019