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quantitative finance - ed.4

1st Level Specializing Master

Application deadline 2024-09-21
Start 2024-11-01
End 2025-11-30
Duration 13 months

Department

DIPARTIMENTO DI MATEMATICA

http://www.gsom.polimi.it

Description

The course consists of series of modules. The fundamentals module aims to build a common knowledge on methods.The asset management module deals with the topic of portfolio management including topics such as portfolio frontier, dynamic asset allocation, alternative assets. The financial products valuation module covers the topics of financial products valuation for the main asset classes: equity, interest rate, credit, foreign exchange, commodities.The trading module deals with the trading of financial products. The risk management module deals with risk management methods and their applications in banking and asset management. The International study tour concern network applications to finance.The insurance module covers asset management, pricing, and risk management in insurance. The Topics in quantitative finance module concerns advanced toipics, the module machine learning for finance deals with methodologies and applications of machine learning to finance. "

Educational project

The master aims to train professionals capable of operating in the world of finance by combining skills in quantitative methods (statistics, mathematics, programming languages) and finance to operate in areas such as: Risk Management, Pricing of financial products, Asset Management, financial engineering, trading of financial products.

Requirements

Students with Bachelor of Science or Master of science can be eligible. Equivalent foreign qualifications in their respective University Systems will be considered.

Location

Milan

DIPARTIMENTO DI MATEMATICA

Faculty and staff

Director: EMILIO BARUCCI

Co-Director: DANIELE MARAZZINA

Department/School/Institution

POLIMI Graduate School of Management (MIP Politecnico di Milano – Graduate School of Business Società Consortile per Azioni)

ED. 26/A VIA LAMBRUSCHINI 4C

20156

MILANO

Contact person

SILVIA GIANNONE

0223992820

0223992844

infomasters@gsom.polimi.it

Compulsory Documentation

Application documents