Markets, Trading and Technology

Period of duration of course
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Course info
Number of course hours
30
Number of hours of lecturers of reference
30
CFU 4
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Modalità esame

Seminar on a scientific paper

Note modalità di esame

Prerequisiti

Basic notion of probability theory topics. The course is intended for student of the fourth and fifth year in mathematics and physics and for PhD students in mathematics, physics, and computer science.

Programma

An introduction to equities, options, futures and other financial products, Index funds, exchange traded funds, passive vs active investing, smart beta, Volatility and options trading, Valuation, trend following and technical analysis, Reinforcement learning, Agentic AI, High frequency trading, Decentralized Exchanges.

Obiettivi formativi

The goal of the course is to provide an overview of some of the recent advancements of the use of technology in financial markets, concerning both the development of strategies and the innovation in market structure. The course is based on recent scientific paper on these aspects.

Riferimenti bibliografici

Notes, papers and slides provided by the teachers.


Hull Options, Futures and other Derivatives

Keith Cuthbertson, Dirk Nitzsche "Quantitative Financial Economics" John Wiley and Sons (2004);

Aswath Damodaran “The dark side of valuation” Prentice Hall;

Aswath Damodaran "Investment Philosophies: Successful Strategies and the Investors Who Made Them Work" (Wiley Finance)