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. 2019/2020
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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 (2018/2019)
Teaching code
4S006068
Teacher
Coordinator
Credits
9
Language
Italian
Scientific Disciplinary Sector (SSD)
SECS-P/11 - FINANCIAL MARKETS AND INSTITUTIONS
Period
primo semestre lauree magistrali dal Oct 1, 2018 al Dec 21, 2018.
Learning outcomes
Nella prima parte – la più corposa - il corso si focalizza sulla valutazione dei titoli obbligazionari
(governativi e corporate), prima a livello di singolo titolo e poi a livello aggregato di portafoglio,
per giungere ad apprezzare le principali logiche di composizione e gestione, passiva
ed attiva, di portafogli composti da soli titoli e da titoli e strumenti derivati. Nella seconda parte,
il corso affronta l’analisi dei criteri di valutazione dei titoli azionari e delle logiche di costruzione/
gestione a livello aggregato di portafoglio.
Program
The course is splittet into two moduls, strictly interconnected one each other: in the first part, the analysis/evaluation of the treasury and corporate bonds is done both at single bond level and at portfolio level. After the risk-return analysis, we analyze the management policies/strategies of a bond portfolio both active and passive.In the second part, the focus is on the equity evaluation and on the market structure.
Lectures may be integrated with experts’ insights on specific topics and/or small groups exercises.
1. Bond risk-return analysis
2. Risk-return analysis at portfolio level
3. Active and passive bond portfolio management tecniques and strategies
4. Measuring risks and returns of corporate bonds and corporate bonds portfolios
5. Using Bund Futures for Treasury bonds portfolios
6. OTC derivatives
7. Measuring risks and returns of equities
8. Equity portfolios management
9. Financial markets structure and management
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.