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. 2021/2022
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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 (2020/2021)
Teaching code
4S006068
Academic staff
Coordinator
Credits
9
Language
Italian
Scientific Disciplinary Sector (SSD)
SECS-P/11 - FINANCIAL MARKETS AND INSTITUTIONS
Period
primo semestre (lauree magistrali) dal Oct 5, 2020 al Dec 23, 2020.
Learning outcomes
In the first part, the course focuses on the valuation of bonds (both government and corporate), first at the level of individual bond and then at the aggregate portfolio level, in order to appreciate the main management policies, passive and active, of portfolios composed by bonds only and by bonds and derivatives. In the second part, the course deals with the equity evaluation criteria and the way financial markets operate.
Program
1. The financial structure of government bonds
2. Return analysis of government bonds
3. Risk analysis of government bonds
4. Return and risk analysis at portfolio level
5. The benchmark related to government bonds
6. The passive management strategies for government bond portfolios
7. The active management strategies for government bond portfolios
8. The BUND futures
9. The management strategies related to government bonds + future contract portfolios
10. The floating rates government bonds analysis and evalutation
11. The corporate bonds analysis and evaluation
12. Risk/return analysis of stocks
13, Active and passive management strategies of stock portoflios
14. The benchmark related to the stock markets
15. The structure of the most important italian bond and equity markets (MOT, MTA-STAR, AIM)
Author | Title | Publishing house | Year | ISBN | Notes |
---|---|---|---|---|---|
Fabrizi Pierluigi | Economia del mercato Mobiliare | Egea | 2016 | 9788823822160 |
Examination Methods
The exam will be organized in written format or with oral examination according to the number of people registered for the single exam session.
The online mode is, in any case, guaranteed for all students who request it in the academic year 2020/21.