Professional Master programme in Quantitative Risk Management - 9048

Code 9048
Academic Year 2019-2020
Subject area Sociology, Economics, Law
Campus Bologna
Level Second
Director Sabrina Mulinacci
Duration Annual
Teaching methods Conventional
Language English
Cost €. 6.000,00
Instalments I instalment €.3.500,00 II instalment €.2.500,00
Application deadline

Nov 20, 2019 (Expired)

Enrollment start and end from 10/12/2019 to 27/12/2019
Main Department
Department of Economics - DSE
Number of participants
Min: 11 Max: 25
Credits
60
Admission qualifications
a) Second cycle degree/two year Master's degree in the following fields: Finance, Physics, Computer Science, Industrial Engineering, Computer Engineering, Mathematics, Mathematical Engineering, Information Security, Enviromental and Cultural Economics, Business Economics, Statistical Sciences, Statistical, Financial and Actuarial Sciences titolo;
b) Degrees obtained abroad deemed equivalent to those described in point a) by the Admission Board, for the purposes of admission to the Master ;
Linguistic skills
A thorough knowledge of the English language (level B1 or higher) is required.
Selection criteria
assessment of qualifications
Place of teaching
Bologna
Study plan
  • Volatility modelling - SECS-P/05 - lecturer Giuseppe Cavaliere
  • Programming -  SECS-S/01 - lecturer  Fabio Gobbi
  • Probability - SECS-S/06 - lecturer Sabrina Mulinacci
  • Financial calculus - SECS-S/06 - lecturer Luca Vincenzo Ballestra
  • Modelling of stock and (fixed) income markets - SECS-S/06 - lecturer Silvia Romagnoli
  • Financial products - SECS-P/09 - lecturer Massimiliano Barbi
  • Financial intermediation - SECS-P/11 - lecturer Giuseppe Torluccio
  • Financial regulation - SECS-P/11 - lecturer Francesco Cannata
  • Market risk - SECS-S/06 - lecturer Gian Luca Tassinari
  • Credit risk - SECS-S/06 - lecturer Gian Luca Tassinari
  • Credit scoring - SECS-S/01 - lecturer Gabriele Soffritti
  • Statistics - SECS-S/01 - lecturer Michele Costa
  • Financial Econometrics - SECS-P/05 - lecturer Luca De Angelis
  • Big Data analytics - SECS-S/03 - lecturer Andrea Guizzardi
Compulsory attendance
80%
Internship
12 CFU