Duration (hours):
72
CFU:
9
Located in:
PESCARA
Year:
2025
Overview
Date/time interval
Secondo Semestre (15/02/2026 - 31/05/2026)
Syllabus
Course Objectives
EDUCATIONAL TARGETS The teaching aims to equip the student with instruments for the quantitative analysis of economic and financial phenomena. In particular, it is intended to provide the student with a knowledge of the theories and techniques for monitoring the financial risk of the market and for the sample survey of economic phenomena. EXPECTED LEARNING OUTCOMES A. KNOWLEDGE AND UNDERSTANDING At the end of the course students will possess the information and cognitive tools for: - exploit statistical methods for the analysis of financial markets; - leverage sampling methods for the design of business surveys. B. APPLYING KNOWLEDGE AND UNDERSTANDING At the end of the teaching, the student will be able to: - statistically analyze and interpret data on the main financial markets (foreign exchange, debt, equity, money); - evaluate statistical models of value at risk measures to monitor the risk of a portfolio built by taking positions on those markets; - interpret the results of a sample survey through the principles of statistical sampling. C. MAKING JUDGEMENTS - choose coherent methodological approaches for attaining the objectives of economic or financial surveys; - critically select software tools for financial data analytics. D. COMMUNICATION SKILLS The following communication skills will be acquired by students at the end of the course: - properly use the terminology regarding financial market data, risk analyses, and sampling strategies; - rigorously outline and discuss the statistical foundations underlying the models under study. E. LEARNING SKILLS - choose learning paths for achieving professional objectives as a quantitative financial analyst; - continuously evaluate new software infrastructures for implementing informational flows about financial positions.
Course Prerequisites
Elementary notions of inferential and descriptive statistics.
Teaching Methods
The lectures will be held by the teacher in the form of frontal classes, which will revolve around theoretical topics. Experts in financial analytics or survey methodology might occasionally participate.
Assessment Methods
Learning verification is based on an examination consisting of two sets of questions: the first set, composed by 2/3 of the overall questions, regarding the statistical analysis of financial markets, and the second one focusing on sampling theory. The final grade is based on a 30-point scale. In the formulation of the final judgment, the following evaluation criteria will be applied: • Failure to pass the exam: the candidate does not achieve any of the results described in points A-E of the section dedicated to "Expected learning outcomes". • From 18 to 21: Sufficient level. The candidate achieves, in particular, the learning outcomes described in point A. • From 22 to 24: Fully sufficient level. The candidate achieves, in particular, the learning outcomes described in points A and B. • From 25 to 26: Good level. The candidate achieves the learning outcomes referred to in points A-C. • From 27 to 29: Very good level. The candidate achieves the learning outcomes referred to in points A-D. • From 30 to 30 laude: Excellent level. The candidate fully achieves all expected learning outcomes.
Texts
Lecture notes on financial data analysis, in Italian. Lecture notes on sampling theory, in Italian.
Contents
The course relates to two modules. The first one contains a discussion of the stochastic behavior of financial markets. The second one deals with sampling methods from finite populations.
Course Language
Italian
More information
Students are strongly encouraged to attend the lessons.
Degrees
Degrees
ECONOMICS, FIRMS AND FINANCIAL MARKETS
Bachelor’s Degree
3 years
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