Studying at the University of Verona
Here you can find information on the organisational aspects of the Programme, lecture timetables, learning activities and useful contact details for your time at the University, from enrolment to graduation.
Study Plan
This information is intended exclusively for students already enrolled in this course.If you are a new student interested in enrolling, you can find information about the course of study on the course page:
Laurea magistrale in Banca e finanza - Enrollment from 2025/2026The Study Plan includes all modules, teaching and learning activities that each student will need to undertake during their time at the University.
Please select your Study Plan based on your enrollment year.
1° Year
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2° Year activated in the A.Y. 2018/2019
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Legend | Type of training activity (TTA)
TAF (Type of Educational Activity) All courses and activities are classified into different types of educational activities, indicated by a letter.
Bond portfolio management and equity (markets and instruments) evalutation (2017/2018)
Teaching code
4S006068
Teacher
Coordinator
Credits
9
Language
Italian
Scientific Disciplinary Sector (SSD)
SECS-P/11 - FINANCIAL MARKETS AND INSTITUTIONS
Period
Primo Semestre Magistrali dal Oct 2, 2017 al Dec 22, 2017.
Learning outcomes
The course is splitted into two modules, strictly interconnected one each other: in the first part, the analysis and evaluation of treasury and corporate bonds is done at single bond and at portfolio level. The following step is the analysis of the portfolio management tecniques/strategies, both active and passive. In the second part, the focus is on the equity markets in order to be able to understand the structure of the financial markets and the way they are managed/organized. Lectures may be integrated with experts’ insights on specific topics and/or small groups exercises.
Program
1. Bond analysis and evaluation
2. Bond portfolio management: the immunization theory
3. The bond portfolio convexity and the non parallel yield curve shifts
2. Measuring risks and returns of corporate bonds and corporate bonds portfolios
3. Using Bund Futures for Treasury bonds portfolios
4. OTC derivatives
5. Measuring risks and returns of equities
6. Equity portfolios management
7. Financial markets
Author | Title | Publishing house | Year | ISBN | Notes |
---|---|---|---|---|---|
Fabrizi Pierluigi | Economia del mercato Mobiliare | Egea | 2016 | 9788823822160 |
Examination Methods
The exam will be organized in two parts: the first one with multiple choice and the second one with case studies to be discussed and exercises to be solved.