FINANCIAL ENGINEERING (Master Level, Mathematical Engineering) Prof. Roberto Baviera in collaboration with Laura Locatelli (Unicredit), Alessandro Montinari (Mediobanca) & Giona Soldati (Banor) and also Michele Domenico Massaria (PoliMi). Main obiectives and contents From theory to practice in finance with a case-study approach: 1. Credit Risk: single-name and multi-name products; 2. Quantitative Risk Management (RM): from RM Measures to RM …

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ADVANCED MATHEMATICAL MODELS IN FINANCE (Master Level, Management Engineering) Prof. Roberto Baviera in collaboration with dr. Matteo Gardini (Plenitude) AIM of the Course: A (former) trader introduces key models used in capital markets, covering both buy-side and sell-side perspectives, alongside five Nobel Prize-winning contributions. The course enables students to make informed portfolio decisions and design asset management …

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Fintech (Master Level, Mathematical Engineering) AIM of the Course: The aim of the course is to make students familiar with the new frontiers of Fintech. Financial technology (Fintech) is the introduction of new technologies and innovations in the traditional financial methods and services. Within the financial services industry, some of the used technologies include artificial …

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COMPUTATIONAL FINANCE (Master Level, Mathematical Engineering) Prof. Daniele Marazzina AIM of the Course: The aim of the course is to make students familiar with the advanced quantitative methods adopted in describing the dynamics of financial markets, in valuating and hedging financial derivatives, and in optimal investments problems. All models and methods will be implemented in …

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MATHEMATICAL FINANCE II (Master Level, Mathematical Engineering) Prof. Alessandro Calvia AIM of the Course: The aim of the course is to make the students familiar with the mathematical and, more in general, with the quantitative methods adopted in describing the dynamics of financial markets and in valuating and hedging financial derivatives. SUBJECTS of the Course: …

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INSURANCE AND ECONOMETRICS (Master Degree, Mathematical Engineering) Prof. Michele Azzone (Econometrics) and Prof. Alessandro Calvia (Insurance) AIM of the Course: The aim of this course is to cover two main topics: insurance markets  and econometrics.  Lectures and coding sessions will allow students to acquire the following competences: – Knowledge and understanding basic and advanced concepts …

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Politecnico di Milano (Italy) and Ensiie (France) propose a student exchange program that will culminate in the award of the degree of both institutions. Politecnico di Milano students, who have been ammitted to the second year of the Master Degree (Laurea Magistrale) in Mathematical Engineering, major in Quantitative Finance or Applied Statistics, are entitled to continue their curriculum …

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FINANZA MATEMATICA I 10 crediti Mix didattico: 64 ore di lezione, 20 di esercitazioni e 20 ore di didattica innovativa. Modalità di valutazione: L’esame si compone di tre parti: la valutazione dei compiti assegnati durante la didattica innovativa, una prova scritta ed una prova orale. Ciascuna prova d’esame scritta si compone di sei esercizi e/o …

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