| Code | 9048 |
|---|---|
| Academic Year | 2021-2022 |
| Subject area | Sociology, Economics, Law |
| Campus | Bologna |
| Level | Second |
| Director | Luca De Angelis |
| Duration | Annual |
| Teaching methods | Conventional |
| Language | English |
| Cost | 6.000,00 € |
| Instalments | first instalment € 3.500 (to be paid by the deadline set for enrolment 11/01/2021); second instalment € 2.500 (to be paid by 31/05/2021) |
| Application deadline |
Dec 14, 2021 (Expired) |
| Enrolment start and end | from 11/01/2022 to 24/01/2022 |
- Main Department
-
Department of Economics - DSE
- 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
- International Professional Master's programme
- Yes
- 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 16, 2021
- 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