Teacher
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D'ARCANGELIS Anna Maria
(syllabus)
This is an analytical course introducing the fundamental principles of equity valuation and derivatives valuation in an asset allocation context. Beginning within the framework of modern portfolio theory, the course analysed the principal instruments and techniques used in the equity context, both basic instruments than convex derivatives, within the context of the capital markets. Special attention is paid to the application of concepts / techniques in Excel.
(reference books)
Caparrelli Franco. Economia del mercato mobiliare. Mc Graw Hill. 2004. Anna Maria D'Arcangelis. Le opzioni. Copinfax 2015 Anna Maria D'Arcangelis. Il mercato azionario Copinfax 2015 Anna Maria D'Arcangelis. Finance with Excel. Teaching notes. 2015 Bodie, Kane and Marcus, (BKM), Essentials of Investments, 9th edition, Irwin, 2013.
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