Learning objectives
Interaction between statistics andfinance is a continuous process: solving of statistical problems andthe necessary conditions for evaluating elements of market uncertainty.The course has been designed to provide the most appropriate basictools for the analysis of a number of fundamental aspects of themonetary and financial market. Special emphasis will be given the time series of financial phenomena: exchange rates, interestrates, stock prices and returns, prices and returns of derivatives.
Bibliography
Required texts:<br />Handouts for all course topics.<br /><br /> Recommended reading<br />COSTA M., Mercati finanziari. Dati, metodi e modelli, Cleub, Bologna, 1999.<br />GALLO G. M., PACINI B., Metodi quantitativi per i mercati finanziari: istruzioni per l?uso, Carocci Editore, Roma, 2002.<br />LAFRATTA G., Metodi statistici pe l?analisi dei mercati finanziari, FrancoAngeli, Milano, 2004.<br />MONDANI A., Metodo di sintesi dei numeri indici di borsa, Casa Editr ice Ambrosiana, Milano, 1992.<br />PRING M., Analisi tecnica dei mercati finanziari, MacGraw Hill, Milano, (latest edition).
