ADVANCED MATHEMATICAL MODELS IN FINANCE (Master Level, Management Engineering)

Prof. Roberto Baviera in collaboration with dr. Matteo Gardini (Plenitude)

AIM of the Course:

A (former) trader introduces key models used in capital markets, covering both buy-side and sell-side perspectives, alongside five Nobel Prize-winning contributions.

The course enables students to make informed portfolio decisions and design asset management strategies; to understand how to manage risk through mathematical models. Specifically, the student will develop skills to construct the efficient portfolio frontier, define asset management strategies, accurately model financial assets (equities, interest rates, commodities, etc.), understand the importance and application of no-arbitrage conditions in finance, price and manage derivative risks within a financial institution.