- Docente: Alessandra Luati
- Credits: 6
- SSD: STAT-01/A
- Language: English
- Teaching Mode: In-person learning (entirely or partially)
- Campus: Bologna
- Corso: Second cycle degree programme (LM) in Quantitative Finance (cod. 6692)
Learning outcomes
The aim of the course is to provide the basis for modeling and statistical analysis of financial data. By the end of the course the student should be able to apply non-linear models, such as GARCH and extensions, including dynamic conditional score models, to estimate and test the capital asset pricing models, to portfolio selection problems or to estimate the value at risk. Attention will be given also to non-parametric methods.
Syllabus
The syllabus has not been published yet.
Office hours
See the website of Alessandra Luati