Derived from
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21201487 THE ECONOMICS OF SECURITIES MARKETS in Economics and business administration L-18 0 RICCI ORNELLA
(syllabus)
The program can be divided in four modules.
Part I · Government bonds and corporate bonds · Yiled curve · Evaluation, return and risk of bonds
Part II · Evaluation, return and risk of equity shares · Markowitz Portfolio Selection and Capital Asset Pricing Model Part III · Investment services and asset allocation · Asset allocation strategies · Performance evaluation in asset allocation
Part IV · Financial derivatives: forward, future, swap, option · Investment certificates
(reference books)
Bodie Z., Kane A., Marcus A. J. Essentials of investments, 10th Edition, Mc-Graw Hill (chapters 1,2,3,4,5,6,7,8,10,11,13,15,17,18)
Additional materials will be available in the course web page.
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