Application deadline
31-07-23
Start
13-11-23
Price: 16500
End
30-11-24
Duration
13 months
DIPARTIMENTO DI MATEMATICA
http://www.gsom.polimi.it
Description
"The course consists of 6 modules:
1. Fundamentals;
2. Asset Management;
3. Valuation of financial products;
4. Trading of financial products;
5. Risk Management;
6. Insurance;
7. Topics in quantitative finance;
8. Machine learning for finance.
9. International Study tour.The fundamentals module aims to build a common
knowledge on methods.The asset management module deals with the topic of portfolio
management including topics such as portfolio frontier, dynamic asset allocation,
alternative assets.
The financial products valuation module covers the topics of financial products valuation
for the main asset classes: equity, interest rate, credit, foreign exchange,
commodities.The trading module deals with the trading of financial products.
The risk management module deals with risk management methods and their
applications in banking and asset management. The International study tour concern
network applications to finance.The insurance module covers asset management,
pricing, and risk management in insurance. The Topics in quantitative finance module
concerns advanced toipics, the module machine learning for finance deals with
methodologies and applications of machine learning to finance. "
Educational project
The course aims to train professionals capable of operating in the world of finance by
combining skills in quantitative methods (statistics, mathematics, programming
languages) and finance to operate in areas such as risk management, asset
management, financial engineering, trading of financial products.
Requirements
Students with Bachelor of Science or Master of science can be eligible.
Location
Milan
Faculty and staff
Director
EMILIO BARUCCI
Department/School/Institution
POLIMI Graduate School of Management (MIP Politecnico di Milano – Graduate School of Business Società Consortile per Azioni)
ED. 26/A VIA LAMBRUSCHINI 4C
20156
MILANO
Contact person
Dott.ssa ANNA BACIGALUPI
+390223992820
+390223992844
bacigalupi@gsom.polimi.it
