Core courses focus on quantitative methods and economic concepts, thus providing the student with the necessary toolbox to understand, pose and solve questions. Students can focus more on Quantitative Finance or on Quantitative Insurance by choosing courses accordingly. In addition to English proficiency, particular emphasis is placed on developing the student’s computational skills by means of lab sessions. Either a brief internship or an additional IT training seminar is also a mandatory requirement.
QUANTITATIVE FINANCE & INSURANCE
Cohort 2011-12
(Students enrolled in A.Y. 2011-12)
| semester | Academic year I | CFU |
| I | SECS-S/06 Mathematics for Finance | 12 |
| I | SECS-S/01 Numerical and Statistical Methods for Finance | 12 |
| I+II | SECS-P/07+P/09 Advanced Financial Accounting and Corporate Finance | 12 |
| II | SECS-P/01 Asset Pricing and Portfolio Choice | 9 |
| II | SECS-P/01 Economics of Savings and Pensions | 6 |
| 2 “semielective courses” selected among the following: | ||
| II | SECS-P/05 Econometric Methods: Time Series | 6 |
| I | SECS-P/01 International Economics II | 6 |
| I | SECS-P/01 Macroeconomics II | 6 |
| I | SECS-P/01 Microeconomics II | 6 |
| II | SECS-S/06 Mathematics for Insurance | 6 |
| I | SECS-S/06 Real Analysis | 6 |
| First year Subtotal | 63 | |
| semester | Academic year II | CFU |
| I | SECS-S/06 Derivatives | 9 |
| II | IUS/04 Law (Advanced) | 6 |
| 2 “semielective courses” selected among the following: | ||
| II | SECS-P/05 Econometric Theory: Estimation | 6 |
| I | SECS-P/01 Fixed Income | 6 |
| I | SECS-P/01 Games and Decisions | 6 |
| I | SECS-P/01 Monetary Economicxs II | 6 |
| I | SECS-S/06 Life Insurance Techniques | 6 |
| I | SECS-S/06 Non Life Insurance Techniques | 6 |
| I,II | Electives | 9 |
| II | Internship or Additional IT Training | 3 |
| Final Examination | 18 | |
| Second year Subtotal | 57 | |
| TOTAL | 120 |
Courses highlighted in green are compulsory, and define the basic background of the degree.