Master of Science in Finance and Banking

Dear Students, 

As requested by some of you, I have now uploaded the solution of Additional Excercises 2  with an extended solution of Excercise 8. I recommend you to carefully look at the computations for the hedging strategy. 

Best regards, 

KC

Dear Students, 

solutions to exercises have been uploaded on the webpage of the course. 

Please consider that there might be typos or errors, so I highly recommend to double-check the results with your solutions. I appreciate any report of typos and errors. 

Best regards, 

KC

Dear Students,

A file with the second set of homework (Homework 2) has been uploaded on the course webpage under Teaching Material. There are three exercises that cover the material we have seen in class so far.

Please remember that the second classwork takes place on Thursday, 24 October. The classwork starts at 9:15 sharp and lasts approximately 30 minutes. In the classwork, you will be asked to solve one of the three exercises from the homework, which I will randomly select. For this classwork, you are only allowed to use a pen and a non-programmable calculator. Please remember to bring your ID on the day of the classwork for identification.

Let me remind you that the exam mark is computed as follows: 30% from the two classworks and 70% from the final written test.

For your preparation to the exam I have also uploaded a first selection of exercises ( the file is called Additional Exercises 1 and has been uploaded on the course webpage under Teaching Material). 

Best regards, 

KC

Dear students, 

I would like to draw your attention on the following event which will take place on Friday 18 October from 9:30 am to 1 pm at Tor Vergata. 

Do not miss the opportunity to meet the practitioners of Cassa Depositi e Prestiti and learn from their experience! 

Best regards, 

KC

Dear Students,

A file with the first set of homework (Homework 1) has been uploaded on the course webpage under Teaching Material. There are three exercises: the first two cover the material we have seen in class so far, while the material for the third exercise will be discussed in Monday's lecture.

Please remember that the first classwork takes place on Thursday, 10 October. The classwork starts at 9:15 sharp and lasts approximately 30 minutes. In the classwork, you will be asked to solve one of the three exercises from the homework, which I will randomly select. For this classwork, you are only allowed to use a pen and a non-programmable calculator. Please remember to bring your ID on the day of the classwork for identification.

Let me remind you that the exam mark is computed as follows: 30% from the two classworks and 70% from the final written test.

Best regards, 

KC

Dear all, 

according to rooms availability and the schedule of other lectures of the program Finance and Banking, we will recover for the lectures of the first week on Thursday 10 and 24 October, 9:00-12:00. 

On these days, at the beginning of the lecture, you will perform the classworks as explained during our first meeting. 

If you have any academic commitment on these days (lectures, compulsory seminars, ect ) please let me know that by monday (30 September), preferably in class. I will also answer any question you may have. 

Enjoy your weekend and see you on Monday. 

KC