73392 - Financial Analysis Models

Learning outcomes

At the end of the course, the student knows the basic principles of mathematical modelling. In particular, the student learns some modeling techniques and solution methods, and he/she is able to apply the acquired knowledge to financial analysis.

Course contents

· Definition of model.

· Definition of financial analysis.

· Introduction to mathematical programming.

· Applying models to financial analysis.

· Exercises.

Readings/Bibliography

· Lecture Notes

· Benninga Simon, “Modelli finanziari”, 2010, 2a edizione, McGraw Hill, ISBN: 978-8838666377

· G. Cornuejols & R. Tütüncü, “Optimization Methods in Finance”, 2006, Cambridge University Press, ISBN: 978-0521861700.

Teaching methods

Lectures propose both theoretical and practical aspects concerning the different topics. Examples and exercises help students to understand the practical use of the proposed methodologies and tools.

Assessment methods

A final oral examination assesses the achievement of learning objectives:

· knowledge of some modeling techniques;

· knowledge of some solution methods;

· ability to apply the acquired knowledge to financial analysis.

To be admitted to the final examination, the student must submit a project, previously agreed with the teacher. During the oral examination, the student discusses the project submitted and must answer questions to assess the knowledge and skills acquired during the course.

 

Teaching tools

Lecture notes, slides, exercises, examples.

Office hours

See the website of Maria Letizia Guerra