75383 - Workshop in Quantitative Finance

Course Unit Page

SDGs

This teaching activity contributes to the achievement of the Sustainable Development Goals of the UN 2030 Agenda.

Quality education Gender equality Industry, innovation and infrastructure

Academic Year 2021/2022

Learning outcomes

The student is exposed to selected frontier issues of research from scholars in each field. Each scholar will address a topic, starting from the basic principles to the frontier questions. From the workshop, the student will collect ideas for his thesis and interests driving him to his future career.

Course contents

Environmental impact assessment and climate change interferences in production and in economic systems are urgent matters to be taken into account by future regulatory policies and mitigation strategies. In this setting, the role of finance as a facilitator of the transition process is recognized to be pivotal and allows us to ethically reshape its goal into a societal service for the common good. Therefore, the aim of the WS is to open a discussion about very urgent frontier topics and to favor cross-fertilizations and synergies between academy and the business world.

The WS agenda is organized into two main thematic groups of lectures, focused on ESG-related topics and on CLIMATE RISK, respectively. Each group will be followed by a slot dedicated to an open discussion which actively involves the audience. The encounters will be offered both onsite and online.

ESG and beyond

The lectures planned for this field cover the following topics:

  • ESG products. Green bonds: diversification and new asset allocation perspectives -Dott. A.Santini-UNIBO
  • ESG rating.
    • ESG Index construction - Dott. A.Lanzolla-UNIBO
    • Satellite data integration: which perspectives? - Dott. S.Ozkan-ATOS spa
    • Ambiguity and ESG rating: signals and rating distortion - Dott. L.Tincani-Prometeia spa
    • AI tools and ESG rating - Dott. P.Palacios Ruiz-Seguros Sura
    • ESG data for Risk managements - Dott. G.Di Nardo-SparklingRock srl
  • Round Table: cross-fertilizations, synergies and brainstorming activities

CLIMATE RISK

The lectures planned for this field cover the following topics:

  • Transition Risk: how can we measure it? - Dott. N.Bartolini-UNIBO
  • Physical Risk: climate/weather and catastrophic damages - Dott. G.M. Bressan-WU

  • Round Table: cross-fertilization, synergies and brainstorming activities

 

 

Teaching methods

Theoretical lessons will be mixed with more applied ones. There will be space for open discussions involving the audience.

Assessment methods

Attendance is mandatory, at least 75% of all classes is necessary and will be verified. Students will be asked to pass a test.

Teaching tools

Usual tools in classical theoretical classes.

Office hours

See the website of Silvia Romagnoli