Master in Finance and Investments (Anno Accademico 2022/2023) - Master in Finance and Investments (with London School of Business and Finance)

Quantitative Finance and Financial Markets

Lezione n. 1: How the Finance Market has Changed Use of Statistics in Financial Markets Fundamental Concepts Graphical Representation of Data Measures of Central Tendency, Location and Dispersion Discrete Random Distributions Continuous Random Distributions Use of Distributions in Finance Normal Distribution Lognormal Distribution Black–Scholes–Merton Model
Lezione n. 2: Samples and Sampling Methods Sampling QFFM Distribution of the Sample Mean Point and Interval Estimates of the Population Mean Hypothesis Testing and its Use in Finance Hypothesis Tests Concerning the Mean Hypothesis Tests Concerning Variance
Lezione n. 3: Correlation Analysis and Regression Models Correlation Analysis Linear Regression Multiple Linear Regression Using Dummy Variables in Regressions Building Regression Analysis Models Testing for Significance in Regression Models
Lezione n. 4: Time-Series Time-Series Analysis Autoregressive (AR) Time-Series Models Random Walks and Unit Roots Moving-Average Time-Series Models Portfolio Concepts Mean–Variance Analysis
Lezione n. 5: Linear Programming Linear Programming Formulation of a Linear Program Graphical Approach to Solving a Linear Program Simplex Methods: Solving Linear Program Problems Linear Programming: Some Application to Business