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Single discipline educational activity
Course Sheet Academic Year of enrolment:
Professor and Collaborators:
Hours of classroom activity:
Prerequisites:
Basic notions of calculus and linear algebra. Basic notions of economics, finance and corporate finance.
Objectives
Contents The course is an advanced course on the finance theory that provides the economic notions and the quantitative analysis tools needed to interpret and model financial phenomena. The teacher will adopt a unified point of view to deal with specific topics of market finance and corporate finance, such as financial derivatives, real options, capital structure and firm's value.
Extended Syllabus Modeling financial markets.
Arbitrage and pricing in the one-period model.
The multiperiod dicrete model.
Pricing in dynamically complete markets.
Real options.
Capital structure and firm's evaluation.
Recommended Bibliography A. Cerny, Mathematical Techniques in Finance, Princeton University Press.
M.U. Dothan, Prices in Financial Markets, Oxford University Press.
L. Trigeorgis, Real OIptions, The MIT Press
J. Berk - P. De Marzo, Corporate Finance, Pearson.
Methods of Provision
Teaching Methods The course structure is the following one: 72 hours of frontal lessons. The lessons provide the progressive construction of the theoretical reference system with applications and examples.
Evaluation methods Verification of learning:
The assessment of learning will be carried out passing a written test which involves the resolution of numerical exercises on the topics of the course. Students will be asked to illustrate the procedures followed in solving the exercises. The oral exam is optional (the student can decide to take the oral exam), or in the event of having to acquire further elements of evaluation.
Contacts/More Information