Professional Master programme in Quantitative Risk Management - 9048

Code 9048
Academic Year 2020-2021
Subject area Sociology, Economics, Law
Campus Bologna
Level Second
Director Sabrina Mulinacci
Duration Annual
Teaching methods Conventional
Language English
Cost € 6.000 (six thousand)
Instalments first instalment € 3.500 (three thousand five hundred) (to be paid by the deadline set for enrolment 11/01/2021); second instalment € 2.500 (two thousand five hundred) (to be paid by 31/05/2021)
Application deadline

Dec 04, 2020 (Expired)

Enrolment start and end from 28/12/2020 to 11/01/2021
Professional Profile
The programme lasts for one year, classroom training is delivered in English, awards 60 CFU credits and aims the following learning outcomes :The aim of the Master’s in Quantitative Risk Management is to train experts in the risk management of financial intermediaries, able to perform tasks related both to financial market trend analysis and the definition of market and credit risk management strategies. In particular, the Master’s provides the skills to deal with emerging aspects in risk measurement and management in the context of recent regulatory developments.
Number of participants
Min: 11 Max: 25
Credits
60
Admission qualifications
- second cycle degree obtained under D.M. 270/04 or second cycle degree obtained under the laws previously in force (DM 509/99 and Old Regulations) in the following fields or classes: 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, political sciences;

- second cycle degree obtained abroad deemed equivalent to those described in point above by the admission committee, for the purposes of admission to the Master.

- Candidates have to provide evidence of their English language knowledge (level B1 or higher) through their certificates. In the absence of such certificates, applicants will prove their knowledge of English language through an interview in the selection
Selection criteria
Admission to the Master is subject to a positive opinion based on candidate's qualifications and interview.
Selection date
Dec 10, 2020
Study plan
  • Volatility modelling - SSD: SECS-P/05 - Giuseppe Cavaliere;
  • Programming - SSD: SECS-S/01- Fabio Gobbi;
  • Probability - SSD: SECS-S/06 - Sabrina Mulinacci;
  • Financial calculus - SSD: SECS-S/06 - Luca Vincenzo Ballestra;
  • Modelling of stock and (fixed) income markets - SSD: SECS-S/06 - Silvia Romagnoli;
  • Financial products - SSD: SECS-P/09 - Massimiliano Barbi;
  • Financial intermediation - SSD: SECS-P/11 - Giuseppe Torluccio;
  • Financial regulation - SSD: SECS-P/11 - Francesco Cannata;
  • Market risk - SSD: SECS-S/06 - Gian Luca Tassinari;
  • Credit risk - SSD: SECS-S/06 - Gian Luca Tassinari;
  • Credit scoring - SSD: SECS-S/01 - Gabriele Soffritti;
  • Statistics - SSD: SECS-S/01 - Michele Costa;
  • Financial Econometrics - SSD: SECS-P/05 - Luca De Angelis;
  • Big Data analytics- SSD: SECS-S/03 -  Andrea Guizzardi

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