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Glossary
Semester (Sem)
1First Semester
2Second Semester
AAnnual course
Educational activities
CSimilar or integrative activities
Language
Course completely offered in italian
Course completely offered in english
--Not available
Innovative teaching
The credits shown next to this symbol indicate the part of the course CFUs provided with Innovative teaching.
These CFUs include:
  • Subject taught jointly with companies or organizations
  • Blended Learning & Flipped Classroom
  • Massive Open Online Courses (MOOC)
  • Soft Skills
Course Details
Context
Academic Year 2018/2019
School School of Industrial and Information Engineering
Name (Master of Science degree)(ord. 270) - MI (487) Mathematical Engineering
Track MMF - Quantitative Finance
Programme Year 1

Course Details
ID Code 052500
Course Title FINANCIAL ENGINEERING
Course Type Mono-Disciplinary Course
Credits (CFU / ECTS) 10.0
Semester Second Semester
Course Description From theory to practice in finance. The course presents with a case-study approach some significant examples where a financial engineer could provide a relevant contribution: -Credit Risk: single-name and multi-name products; -Quantitative Risk Management (RM): from RM Measures to RM Techniques; -Structured products: calibration, valuation and some hedging issues. The 10 CFU course encourages the learning process and the development of skills through innovative didactic methods.
Scientific-Disciplinary Sector (SSD)
Educational activities SSD Code SSD Description CFU
C
SECS-S/06
MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
10.0
Innovative teaching The course includes  2.0  credits in Innovative Teaching as follows:
  • Subject taught jointly with companies or organizations
  • Soft Skills

Schedule, add and removeAlphabetical groupProfessorLanguageCourse details
From (included)To (excluded)
--AZZZZBaviera Roberto
manifesti v. 3.4.0 / 3.4.0
Area Servizi ICT
21/09/2020