EDUCATIONAL TARGETS
The teaching aims to equip the student with instruments for the quantitative analysis of economic and financial phenomena. In particular, it is intended to provide the student with a knowledge of the theories and techniques for monitoring the financial risk of the market and for the sample survey of economic phenomena.
EXPECTED LEARNING OUTCOMES
KNOWLEDGE AND UNDERSTANDING
At the end of the course students will possess the information and cognitive tools for:
- exploit statistical methods for the analysis of financial markets;
- leverage sampling methods for the design of business surveys.
APPLYING KNOWLEDGE AND UNDERSTANDING
At the end of the teaching, the student will be able to:
- statistically analyze and interpret data on the main financial markets (foreign exchange, debt, exchange, money);
- evaluate statistical models of value at risk measures to monitor the risk of a portfolio built by taking positions on those markets;
- interpret the results of a sample survey through the principles of statistical sampling.
COMMUNICATION SKILLS
The following communication skills will be acquired by students at the end of the course:
- properly use the terminology regarding financial market data, risk analyses, and sampling strategies;
- rigorously outline and discuss the statistical foundations underlying the models under study.
