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laurea magistrale (second cycle degree/two year master - 120 ects) in
Quantitative Finance

Course overview

Programme type Laurea Magistrale (Second cycle degree/Two year Master - 120 ECTS)
Academic Year 2011/2012
General policies and regulations D.M. 270
Code 8409
Course class LM-16 - Finance
Years in which the programme was running 1° and 2° year
Admission typology Open access degree programme with assessment of basic knowledge
Student Service Office Bologna
Degree Type Multiple degree
Interfaculty programme (the programme administration is managed exclusively by the lead faculty) Economics (Lead faculty) , Economics - Forlì , Mathematical, Physical and Natural Sciences , Economics - Rimini , Statistical Sciences
Inter-University programme UNIWERSITET EKONOMICZNY W KATOWICACH , FACHHOCHSCHULE DES BFI WIEN , UNIVERSITÉ D’EVRY-VAL-D’ESSONNE , ANGLO-AMERICKA VYSOKA SKOLA , LUDWIG-MAXIMILIANS-UNIVERSITAT MUNCHEN
Tipologia International Degree Programme
Language English
Mode of study Convenzionale
Quantitative Finance - A.A. 2011/2012

Admission requirements and assessment of previously acquired knowledge/competences

Art. 1. Entry requirements

  1. To attend the degree course Laurea Magistralis in Quantitative Finance it is necessary to have adequate knowledge of mathematics, economics and statistics tools at the undergraduate level
  2. To be admitted to the Laurea Magistralis in Quantitative Finance it is necessary to hold an Italian degree in one of the following classes Ex. D.M. 270/04: L – 35, Scienze Matematiche, L – 41 Statistica, L – 33 Scienze Economiche, L – 18 Scienze dell'economia e della gestione aziendale, L – 31 Scienze e Tecnologia Informatiche, L – 9 Ingegneria industriale, L – 30 Scienze e tecnologie fisiche, L – 36 Scienze Politiche e delle Relazioni Internazionali Ex D.M. 509/99:classe 32 (Scienze matematiche), classe 37 (Scienze Statistiche), classe 28 (Scienze economiche), classe 17 (Scienze dell'economia e della gestione aziendale), Classe 26 (Scienze e tecnologie informatiche), classe 25 (Scienze e tecnologie fisiche), classe 15 (Scienze Politiche e delle Relazioni Internazionali). Previous four year system: Laurea in Matematica/undergraduate degree in mathematics, Laurea in Fisica/undergraduate degree in physics, Laurea in Economia e Commercio/undergraduate degree in Economics and Business, Laurea in Scienze Statistiche/undergraduate degree in Statistics, Laurea in Informatica/undergraduate degree in information technology, Laurea in Ingegneria (undergraduate degree in engineering)
  3. For applicants holding a foreign degree, an Admission Board appointed by the Council of the Laurea Magistralis will ascertain equivalence between the foreign and the Italian degree. Exceptionally, in order to allow enrolment to the Laurea Magistralis in Quantitative Finance of particularly promising students failing to fulfil the requirement as in 2, an Admission Board will verify whether the student holds the skills and competencies needed on the basis of the curriculum vitae. If the Admission Board recognizes such skills and competencies to be sufficient, it may allow the student to proceed for evaluation as in art. 4
  4. In any case, admission to the Laurea Magistralis in Quantitative Finance is conditional on the assessment of the qualification by an Admission Board, (which may be the same as in 3). The assessment is made on the basis of the curriculum vitae and the criteria specified in the call for admission.

Information on how to apply and deadlines: http://corsi.unibo.it/qfinance/Pages/how-to-apply.aspx

Programme profile

The 2nd cycle degree programme in Quantitative Finance provides graduates with specific technical and quantitative know-how applied to financial market modelling, allowing them to work in finance professions (option pricer, asset manager, risk manager), also in an international context.

The programme is therefore oriented to specialising students specifically in mathematical, statistical and computing techniques applied to financial markets and the full command of the tools required to:

i) assess financial activities relating to commodity pricing;

ii) measure the risk of financial products and investment strategies and develop risk coverage techniques using both static and dynamic optimisation tools; iii) design quantitative tools for portfolio management which are able to combine statistical information from historical sources and implicit information in the current assessment of financial products;

iv) design quantitative procedures for assessment, replication and coverage of life and liability insurance products, using cutting-edge statistical techniques such as the extreme value theory.

For this purpose, the study programme is structured to:

- provide the necessary complementary mathematical, statistical and economic skills;

- further study quantitative methods for financial applications;

- further study one of the following areas: pricing, risk management, asset management, insurance.

The study programme therefore includes a large number of course units in mathematical subjects, distinguishing itself from other 2nd cycle financial degree programmes, and by the inter-disciplinary merger of contents referring to other scientific-disciplinary fields: Mathematical Methods for Economics and Actuarial and Financial Sciences, Statistics, Econometrics, Computing and Business Finance, the latter sector being considered the context in which all quantitative knowledge is applied.

Students are also offered the chance to carry out an internship in a brokering or consulting firm. The study programme is completed with the production of an original written dissertation. The dissertation is produced under the guidance of a supervising professor and both its topic and selection of methods are used to assess the student's autonomous skills in identifying a problem and proposing a rigorous, applicable solution.

The programme also has a strong international profile.

Expected learning outcomes

KNOWLEDGE AND UNDERSTANDING

2nd cycle graduates:

- will possess in-depth quantitative knowledge (statistics, probability, stochastic calculation, mathematical finance);

- will be familiar with the indispensable mathematical methods for understanding and producing models for financial security evaluation and to measure and manage financial risk;

- will know the econometric methods and models using in finance and will be able to apply them to analyse market data;

- will particularly know the products and use of financial and insurance markets by various operators (banks, savings funds and management companies, insurance firms);

- will possess an appropriate legal and economic background in the regulation and function of financial markets and brokers;

- will know the most commonly used programming languages and mathematical software (C++, JAVA, Excel, Visualbasic and/or MATLAB).

The aforementioned knowledge and understanding are developed through participation in lectures, practical exercises, seminars, guided self-study and individual study, in particular in the following curriculum areas: SECS-S/06 Mathematical Methods for Economics and Actuarial and Financial Sciences, SECS-P/05 Econometrics, SECS-P/09 Business Finance, SECS-P/11 Economics of Financial Intermediaries, INF-01 Computing and ING/INF 05 Information processing systems.

Learning outcomes are assessed mainly through written and oral exams and laboratory tests.


APPLYING KNOWLEDGE AND UNDERSTANDING

2nd cycle graduates:

- will be able to use mathematical and econometric tools to analyse financial market data;

- will be able to study in depth specific areas of the evaluation of financial activities, tradition and modern derivatives markets, risk measurement and management related to such products and their use in investment and financing activities;

- will be able to design, assess and manage product lines to transfer financial and actuarial risk;

- will possess critical skills and an analytical approach to problems relating to financial coverage and evaluation;

- will be able to apply the acquired knowledge using programming techniques and data processing and organisation methods;

- will be able to work in groups, research set topics and have a sound working knowledge of the subjects studied.

The above knowledge and understanding will be developed thro ugh the critical study of texts proposed for self-study, stimulated by classroom activities, the research of case studies and applications presented by the professors, practical exercises set in core curriculum course units, SECS-S/06 Mathematical Methods for Economics and Actuarial and Financial Sciences, SECS-S/01 Statistics, SECS-P/01 Political Economics, SECS-P/05 Econometrics, SECS-P/09 Business Finance, SECS-P/11 Economics of Financial Intermediaries, as well as during the internship, when chosen and the preparation for the final examination.

The tests (written and oral exams, reports, exercises) require the execution of specific tasks which aim to demonstrate the student's command of tools, methods and critical autonomy. During the internship, students will be assessed through a report presented by the students and the company tutor.

MAKING JUDGEMENTS

2nd cycle graduates:

-will be able to understand the structure and construction techniques of the most common financial tools used in the market;

- will be able to understand the main topics and problems linked to risk assessment and management in domestic and international financial markets, and to measure the sensitivity of prices to different risk factors;

- will be able to analyse the types of financial risk involved in structured financial tools and portfolios, and produce the relative quantitative analyses;

- will be able to construct and evaluate insurance products for the transfer of non-financial risk, such as catastrophe risk and longevity risk.

Judgement skills are developed during practical exercises, seminars, the production of written assignments above all in the following course units: SECS-S/06 Mathematical Methods for Economics and Actuarial and Financial Sciences, SECS-S/01 Statistics, SECS-P/01 Political Economics, SECS-P/05 Econometrics, SECS-P/09 Business Finance, SECS-P/11 Economics of Financial Intermediaries, as well as the active participation in workshops organised during the study programme, the internship and the activities carried out in preparation for the final examination.

Judgement skills are assessed through the students' ability to work autonomously as well as in groups during the activities assigned in preparation for the final examination and during the internship when chosen.

COMMUNICATION SKILLS

2nd cycle graduates:

- will have sound knowledge of a foreign language and strong command of specialist, financial language;

- will be able to express their own ideas to a broad audience also in the English language, clearly communicating their ideas and conclusions, and the reasons behind them;

- will be able to illustrate their own concepts effectively through graphs, presentations and the use of general computing tools.

Communication skills are developed in particular during the learning activities which require the production of reports and written documents as well as their oral presentation. Communication skills are also acquired through the production and presentation of the final dissertation, and during the internship when chosen.

LEARNING SKILLS

2nd cycle graduates:

- will be able to apply the learning methods and analysis tools developed to further study and improve their own knowledge;

- will be able to identify the most appropriate tools and learning paths to develop their own cultural and specific knowledge and professional skills.

Learning skills are acquired throughout the study period, particularly concerning self-study, the production of individual projects and activities implemented in preparation of the final dissertation.

Learning skills are assessed continuously during the learning activities which require the presentation of autonomously researched data, also assessing the self-study skills developed during the activities in preparation for the final examination.

Internship

For information: Corporate Relations Office

facecon.placement@unibo.it

International mobility

A series of exchange programs are available thanks to the exchange agreements in operation with a number of foreign universities as part of the Erasmus programme or other agreements.

For information about the programs you can contact the International Relation Office, Piazza Scaravilli 2, Bologna.

International relation office: Dott. Adelio Garcia Alfisi adelio.garcia@unibo.it

International student mobility contact Professor: Dott. Dario Spelta dario.spelta@unibo.it

Access to further study

It gives access to third cycle studies (Phd/Scuole di specializzazione) and second cycle master .

Career opportunities

Graduates may fill the following professional roles and relative functions in the listed fields of employment:

1) Financial Engineering specialist

Functions:

a. Designs both traditional (shares, bonds), modern (derivatives), and collective investment and savings products (funds, patrimonial management)

b. Is able to divide the products in the replicating portfolio and make a (fair value) evaluation, also considering the degree of product liquidity

(e.g. Over-the-Counter products)

c. Is able to assess the impact of different structuring choices (using for example exotic products) on product value

d. Applies the financial engineering categories to evaluate financial statement entries (applying for example real option techniques)

Career opportunities:

o Financial or insurance brokers or Consulting and auditing firms

o Research centres.

o Supervisory authorities

o Regulatory authorities or Banking groups

2) Risk manager

Functions:

a. Divides both traditional and modern financial products (structured products and derivatives) exposed to different risk factors (risk mapping);

b. Develops and applies risk measuring techniques and reports to the involved organisations, including financial intermediaries (as a whole or as a business unit), non-financial companies and single clients;

c. Designs static and dynamic risk coverage strategies and techniques to measure the effectiveness of such coverage in order to orient choices

d. Designs simulation techniques and stress test analyses of risk management systems under extreme conditions.

Career opportunities:

o Financial or insurance brokers or Consulting and auditing firms

o Supervisory authorities

o Non financial companies with financial management

3) Asset manager

Functions:

a. Designs quantitative strategies to choose investments, and prepares passive and active portfolio management techniques based on both stock-picking and market-timing;

b. Uses the most common Bayesian techniques to merge different sources of information, from historical series to implicit derivative prices and that provided by analysts;

c. Designs products with guarantees capital or return and develops the relative asset-liability management (ALM) techniques;

d. Designs dynamic long-term portfolio management techniques, to manage pension funds and life insurance policies;

e. Designs exchange risk coverage techniques and generally the use of derivatives to improve passive replication of an index or the risk-return features of a long-only portfolio.

Career opportunities:

o Financial asset management company, insurance brokers or independent consulting firm

o Supervisory authorities

o Private equity company or Family office

4) Insurance specialist

Functions:

a. Designs products for risk transfer for both individual and collective clients and assesses the prospects of a loss from a probability point of view;

b. Assesses policies, divides financial and actuarial risk factors and draws up coverage strategies (for example using longevity bonds);

c. Studies and applies statistical models to forecast changes in the probability of survival and risks linked to life portfolios (longevity risk);

d. Studies insurance techniques for catastrophic events and related risk management and coverage strategies both through the purchase of market protection (cat options) and re-insurance from other insurance brokers.

Career opportunities:

o Insurance companies and brokers

o Pension fund and life insurance policy management companies and consulting firms

o Supervisory authorities

Contact details

For information about Qfinace Master degree:

Course Coordinator: Margherita De Rogatis (margherita.derogati2@unibo.it)

Tutor: facecon.tutor1@unibo.it

Information on how to apply and deadlines: http://corsi.unibo.it/qfinance/Pages/how-to-apply.aspx