Course Syllabus

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Al termine del corso lo studente sarà familiare con i principali concetti e modelli di asset pricing  

Modelli di Asset Pricing tradizionali

Valutazione del Rischio 

Titoli a reddito fisso 

Asset Pricing in Equilibrio Generale  



Lezioni e tutorial 

Esame scritto


1 esercizio numerico

1 domanda di teoria 

Lectures slides  

www.andreacolciago.com

Book: 

Asset Pricing, John Cochrane 

Settembre-Gennaio

Inglese

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At the end of the course the student will be familiar with the main asset pricing models and the fundamental concepts of modern finance. 

Traditional asset pricing models 

Evaluation of risk

Fixed income Assets 

Asset Pricing in General Equilibrium 



Lectures and tutorials by the instructur

Written examination 


 one numerical exercise and 


a theory question.

Lectures slides by the instrutor availlable at 

https://sites.google.com/site/andreacolciago/teaching/macro

Book: 

Asset Pricing, John Cochrane 


September-January

English 

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Key information

Field of research
SECS-P/01
ECTS
6
Term
Annual
Activity type
Mandatory
Course Length (Hours)
42
Language
ita, eng

Staff

    Teacher

  • Andrea Colciago
    Andrea Colciago

Enrolment methods

Manual enrolments
Self enrolment (Student)