Laboratories
Language: Italian
Instructors: Prof. Francesco Cuzzucrea, Prof. Angelo Troiani
Academic Year: 2019-2020, 40 hours/6 credits
Period: third term
Calendar (lesson hours from 9:30 to 11:30 am):
April: 6-8-15-20-22-27-29
May: 4-6-11-13-18-20-25-27
June: 3-8-10-15-17
Room: in distance through Microsoft Teams
Registration: no registration needed
Language: English
Description: Syllabus is now available
Instructor: Prof. Domenico Dall'Olio (LinkedIn profile)
Academic Year: 2019-2020, 20 hours/3 credits
Period: third term
Tentative calendar:
- May 14th 11:00-13:00 and 14:00-16:00
- May 21st 11:00-13:00 and 14:00-16:00
- May 28th 11:00-13:00 and 14:00-16:00
- June 4th 11:00-13:00 and 14:00-16:00
- June 11th 11:00-13:00 and 14:00-16:00
Room: in distance through Microsoft Teams
Registration: deadline April 30th
Please note: in the event that the lab of Prof. Giaccotto is canceled, students enrolled in that lab will take priority for enrollment in this lab.
Language: English
Description: Details regarding the 2019/2020 edition are not available yet. To make an idea, please check the available information on last year edition at this link
Instructor: Prof. Giaccotto (lecturer at University of Connecticut, USA)
Period: III term
Registration: from January 31st to February 28th, 2020
Initially scheduled for April 2020, this lab has been POSTPONED to a later date (TBD) due to the coronavirus emergency
Language: English
Period: II Term - January 2020
Instructor: Prof. Emanuele Bacchiocchi
Registration: interested students can register by sending an email to the professor (emanuele.bacchiocchi@unimi.it) by January 10th, 2020. Applications received after this deadline, will not be considered.
Once registered, attending all classes of the lab. is mandatory. Non-attending students will not obtain the 3 credits. A maximum of 20 students can be accepted.
Language: English
Academic Year: 2018-2019, II Term – 20 hours – 3 credits
Period: January-March 2019.
Description: This course aims at giving the basic knowledge of computational finance and numerical option pricing. Material span from basic R programming to financial advanced time series estimation. Basic numerical differentiation and Monte Carlo analysis. Basic stochastic models simulation and numerical option pricing.
Teaching methods: Computer Lab. Script and Slides.
Instructor: Stefano Maria Iacus
Syllabus:
* Basic and advanced R programming
* Introduction to explorative data analysis for financial time series
* Basics of Monte Carlo simulation
* Basics of numerical differentiation
* European option pricing
* American option pricing
Readings: Iacus and Yoshida (2018) Simulation and Inference for Stochastic Processes with YUIMA, Springer NY
Iacus (2011) Option Pricing and Estimation of Financial Models with R, Wiley UK
Iacus (2008) Simulation and Inference for Stochastic Differential Equations, Springer NY
Prerequisites, exam and assessments:Mathematics, Time Series Analysis.
Final report Fail/pass.
Propaedeutical courses: Students have to attend the theoretical classes of Numerical Methods for Finance (MEF).
Students must have attended the courses of Mathematics and Time Series Analysis, MEF 1st year.
Registration: interested students can register by sending an email to the professor (stefano.iacus@unimi.it) by January 7th, 2019.
Applications received after this deadline, will not be considered.
Once registered, attending all classes of the lab. is mandatory. Non-attending students will not obtain the 3 credits.
Language: English
Description: Classes will consist primarily of lectures, problem solving sessions, and class discussions. In this course you will learn about options and futures markets and risk management for modern multinational corporations (MNCs).
Instructor: Carmelo Giaccotto
Academic Year: 2018-2019, III Term – 20 hours – 3 credits
Period: May 2019.
Positions available: a maximum of 30 students is accepted (priority to 1st year MEF students).
Registration: interested students can register by sending an email to mef@unimi.it
Lingua: Italiano
Descrizione: Obiettivo del corso è introdurre gli studenti alle principali tematiche della Tecnica Attuariale allo scopo di fornire elementi teorici e pratici utili al superamento dell’esame di stato per la professione di Attuario.
Docente: Prof. Francesco Cuzzucrea e PhD. Angelo Troiani
Anno accademico: 2018-2019, III trimestre – 40 ore (6 crediti)
Periodo: Aprile-Maggio-Giugno 2019. Le lezioni si svolgeranno il giovedì e venerdì, 12:30 – 14:30 in AULA 24, a partire dall’11 aprile
Prerequisiti: Si richiede agli studenti una solida preparazione di Calcolo delle Probabilità e di Statistica acquisita preventivamene negli altri corsi del MEF.
Valutazione finale: Il voto finale sarà in trentesimi, diversamente dal laboratorio da 3 CFU svoltosi negli anni precedenti che prevedeva un semplice giudizio di idoneità finale
Materiale del corso: disponibile su cartella privata Gdrive, richiedere l’accesso inviando una e-mail a mef@unimi.it
Lingua: Italiano
Descrizione: Obiettivo del corso è introdurre gli studenti alle principali tematiche della Tecnica Attuariale allo scopo di fornire elementi teorici e pratici utili al superamento dell’esame di stato per la professione di Attuario.
Docente: Prof. Francesco Cuzzucrea
Anno accademico: 2017-2018, III trimestre – 20 ore (3 crediti)
Periodo: Aprile-Maggio-Giugno 2018.
Prerequisiti: Si richiede agli studenti una solida preparazione di Calcolo delle Probabilità e di Statistica acquisita preventivamene negli altri corsi del MEF.
N. max studenti accettati: 45 posti prioritariamente riservati agli studenti MEF. I posti eventualmente non assegnati, verranno messi a disposizione degli studenti del corso EMA- UNIMI.
Modalità d’iscrizione: gli studenti interessati devono inviare richiesta d’iscrizione via email, all’indirizzo mef@unimi.it
Materiale del corso disponibile su Dropbox
Language: English
Description: Classes will consist primarily of lectures, problem solving sessions, and class discussions. In this course you will learn about options and futures markets and risk management for modern multinational corporations (MNCs).
Instructor: Carmelo Giaccotto
Academic Year: 2017-2018, III Term – 20 hours – 3 credits
Period: May 2018.
Positions available: a maximum of 30 students is accepted (priority to 1styear MEF students).
Registration: interested students can register by sending an email to mef@unimi.it
Language: English
Description: The aim of the course is to introduce the Bayesian approach to statistical inference. We will develop the relevant methodology, theory and computational techniques necessary to its implementation. We will discuss single and multi-parameter models as well as the fundamental of Bayesian regression analysis. Key computational techniques and methods will be introduced, alongside the development of basic skills to use OpenBUGS software for Bayesian modelling.
Instructor: Dr. Cristiano Villa
Academic Year: 2017-2018, III Term, 20 hours – 3 credits
Period: April-May 2018.
Prerequisites: interested students must have already passed the following exams of MEF 1st year:
1. Mathematical Methods for Finance
2. Data Mining and Computational Statistics
3. Time Series Analysis
Furthermore, a basic knowledge of R is required.
Positions available: a maximum of 16 students is accepted (priority to 2nd year MEF students).
Registration: interested students can register by sending an email to mef@unimi.it
Description: The course will introduce the student to recent development in Multi-objective stochastic programming for Portfolio selection and Risk Measurements. The students will be faced with recent publication in the field. They will be also invited through workshops and projects to assess, discuss and propose new approaches. Students also will be asked to make short presentations during the class.
Instructor: Fouad Ben Abdelaziz
Academic Year: 2017/2018, 1st Term
Period: October 2017.
Course Material: to be uploaded later (if any)
In addition to laboratories projected for MEF students, MEF students can decide to take also laboratories from other programmes (eg. DSE, MIE, EPS). For more information, please refer to the programme website or contact the secretariat.
If you want to start a laboratory activity of your choice:
- Before starting:
request authorization to MEF Academic Tutor (Internship Representative)
Internship Representative Prof. Alessandro Barbiero