Lecture
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16 Apr 2024 (2h 00m)
Stefano Marmi - Course (teaching activity) - Face to face
introduction. Financial markets. Stocks, bonds, bills, inflation. Historical returns. Volatility. Forwards and future contracts. Credit ratings. Yields and yield curve.
18 Apr 2024 (2h 00m)
Stefano Marmi - Course (teaching activity) - Face to face
lezione in presenza trasmessa su Teams. Principles of valuation. Balance sheets, statements of cash flows. Earnings. Accrual accounting. Discounted cash flow. Free cash flow. Multiples (liquidity, efficiency. profitability). Du Pont analysis.
23 Apr 2024 (2h 00m)
Fabrizio Lillo - Course (teaching activity) - Face to face
Statistical arbitrage
02 May 2024 (2h 00m)
Fabrizio Lillo - Course (teaching activity) - Face to face
High Frequency Trading
03 May 2024 (2h 00m)
Stefano Marmi - Course (teaching activity) - Face to face
Options and options trading: spreads, strangles, butterflies, strips, straps. Directional strategies. Vix futures. Contango and backwardation.
09 May 2024 (2h 00m)
Stefano Marmi - Course (teaching activity) - Face to face
efficient market hypothesis: weak, semi-strong, strong. Active vs passive investing. Behavioral finance and investors' biases. Technical analysis. Trend following. Size and value effects.
10 May 2024 (2h 00m)
Stefano Marmi - Course (teaching activity) - Face to face
Factor models, loadings. Smart beta. Fama French factor models: construction and properties. Hedge funds strategies
14 May 2024 (2h 00m)
Fabrizio Lillo - Course (teaching activity) - Face to face
Decentralized Exchanges and Automated Market Makers
21 May 2024 (2h 00m)
Fabrizio Lillo - Course (teaching activity) - Face to face
Algorithmic trading
14 Jun 2024 (2h 00m)
Fabrizio Lillo - Course (teaching activity) - Face to face
Factor models and portfolio optimization
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