Libri UniversitariQuantitative Finance (LM-16)
Alma Mater Studiorum - Università di Bologna · Scienze Statistiche · Laurea magistrale · libri e programmi degli esami, a.a. 2026/2027
1º anno
- Corporate Finance And Risk Management (I.C.) · 12 CFU · Prof. Francesco Baldi, Prof. Giovanni Cardillo · 1 libro: Hull – Options, Futures, and Other Derivatives
- Financial Market Regulation · 6 CFU · Prof. Marco Lamandini · 4 libri: Lamandini – EU Financial Law, only chapters 1; Scrutiny – ECON Committee of the European Parliament; Valiante – The European Strategy on Digital Finance and……
- Mathematics And Probability (I.C.) · 12 CFU · Prof. Enrico Bernardi · testi non ancora pubblicati
- Actuarial And Financial Mathematics (I.C.) · 12 CFU · Prof. Sabrina Mulinacci, Prof. Silvia Romagnoli · 10 libri: Mikosch – Non-life Insurance Mathematics; Dickson – Actuarial Mathematics for Life Contingent Risks; Olivieri – Introduction to Insurance Mathematics…
- Economics Of Financial Markets · 6 CFU · Prof. Massimiliano Marzo · 3 libri: Danthine – Intermediate financial theory, third edition; Campbell – Financial Decisions and Markets; Marzo – Asset Management
- Stochastic Processes And Econometrics (I.C.) · 12 CFU · Prof. Luca De Angelis, Prof. Alberto Lanconelli · 3 libri: Kuo – Introduction to Stochastic Integration; Øksendal – Stochastic differential equations; Partzsch – An Introduction to Stochastic Processes
- One activity to be chosen among: (max limit 12 CFU) (esami a scelta)
- Advanced Topics in Artificial Intelligence · 6 CFU · Prof. Umberto Cherubini · testi non ancora pubblicati
- Workshop in Quantitative Finance · 6 CFU · Prof. Lorenzo Torricelli · 1 libro: Glen Swindle – Valuation and Risk Management in Energy Markets
2º anno
- Numerical Analysis (I.C.) · 12 CFU · Prof. Mauro Gaspari, Prof. Giulia Spaletta · 12 libri: Downey – Jeff Elkner e Chris Meyers; di Fletcher – Wiley Finance 2009; Introduzione a Python, di T. Gaddis (Quinta Edizione)…
- One to be chose between: (3 CFU) (esami a scelta)
- Analisi Complessa e Funzioni Speciali per la Finanza · 3 CFU · Prof. Daniele Ritelli · testi non ancora pubblicati
- Lingua Italiana per Studenti Stranieri · 3 CFU · Prof. Monica D'Argenzio · testi non ancora pubblicati
- One to be chosen between: (max limit 6 CFU) (esami a scelta)
- Advanced Topics in Artificial Intelligence · 6 CFU · Prof. Umberto Cherubini · testi non ancora pubblicati
- Workshop in Quantitative Finance · 6 CFU · Prof. Lorenzo Torricelli · 1 libro: Glen Swindle – Valuation and Risk Management in Energy Markets
Esami facoltativi e a scelta
- Advanced Interest Rate Models And Market · 6 CFU · Prof. Marco Bianchetti · testi non ancora pubblicati
- Advanced Machine Learning · 3 CFU · Prof. Giovanni Della Lunga · 15 libri: Jurafsky – Speech and Language Processing; Manning – Introduction to Information Retrieval; Mikolov – Efficient Estimation of Word Representations in Vector……
- Advanced Methods Of Risk Management 1 · 6 CFU · Prof. Umberto Cherubini · 5 libri: Acerbi – Coherent Representations of Subjective Risk Aversion; Cherubini – Prudent Valuation Guidelines and Sound Practices; Della Lunga – Structured Finance…
- Computational Finance · 6 CFU · Prof. Pietro Rossi · 4 libri: Paul Glasserman – Monte carlo methods in financial engineering; Peter Jäckel – Monte carlo methods in finance; Samuel Karlin and Howard M Taylor…
- Credit Derivatives · 6 CFU · Prof. Marco Di Francesco · 4 libri: Singleton – Credit Risk; Bluhm – An introduction to Credit Risk Modeling; Morini – Understanding and Managing Model Risk…
- Credit Risk · 6 CFU · Prof. Marco Stella · testi non ancora pubblicati
- Decisions And Investments · 6 CFU · Prof. Umberto Cherubini · testi non ancora pubblicati
- Econometrics Of Financial Markets · 6 CFU · Prof. Emanuele Bacchiocchi · testi non ancora pubblicati
- Fundamentals Of Interest Rate Models · 6 CFU · Prof. Silvia Romagnoli · 3 libri: Term-Structure Models, D.Filipovic, Springer; Martingale methods in financial modeling, Musiela-Rutkowsky, Springer; Models – Theory and Practice
- Introduction To Machine Learning · 3 CFU · Prof. Umberto Cherubini · testi non ancora pubblicati
- Jump Processes For Financial Models · 6 CFU · Prof. Lorenzo Torricelli · testi non ancora pubblicati
- Machine Learning For Asset Management · 3 CFU · Prof. Maurizio Morini · 4 libri: de Prado – Advances in Financial Machine Learning; de Prado – Machine Learning for Asset Managers; de Prado – Causal Factor Investing…
- Statistical Methods For Asset Management · 6 CFU · Prof. Alessandra Luati · 2 libri: Franke – Statistics of Financial Markets; Harvey – Dynamic Models for Volatility and Heavy Tails,…
- Statistics Of Financial Markets · 6 CFU · Prof. Andrea Guizzardi · testi non ancora pubblicati