Course Program

September 2012 - June 2013

INTRODUCTORY COURSES

STATISTICAL AND PROGRAMMING TOOLS FOR FINANCE
Pierpaolo De Blasi, University of Torino

MATHEMATICS FOR FINANCE
Claudio Mattalia, University of Torino

PROBABILISTIC METHODS FOR FINANCE
Marco Frittelli, University of Milano

FIRST TERM

PORTFOLIO CHOICE AND ASSET PRICING
Giovanna Nicodano, University of Torino

ECONOMETRICS
Fabio Trojani, University of Lugano

INSURANCE AND SOLVENCY
Marc Goovaerts, Univ. of Leuven/Amsterdam

DERIVATIVES  I
Alessandro Sbuelz, Catholic University of Milano

SECOND TERM

FIXED INCOME
Gianluca Fusai, University of Eastern Piedmont

ECONOMETRICS FOR FINANCIAL MARKETS
Giampiero M. Gallo, University of Firenze 

QUANTITATIVE ANALYSIS OF CREDIT RISK
Elisa Luciano, University of Torino

STATISTICALLY BASED RATING
Renato Maino, Intesa Sanpaolo

APPLIED CREDIT DERIVATIVES PRICING
Claudio Zucca, European Investment Bank

MARKET RISK
Dario Brandolini, DB&B Consulting

OPERATIONAL RISK
Giulio Mignola, Intesa Sanpaolo

BASIC CORPORATE FINANCE
Laura Rondi, Polytechnic University of Torino

THIRD TERM

ANALYSIS OF THE TERM STRUCTURE OF INTEREST RATES
Andrea Berardi, University of Verona

INSURANCE RISK MANAGEMENT AND SOLVENCY II
Fabrizio Restione, Fondiaria-Sai

BANKING REGULATION
Davide Alfonsi, Intesa Sanpaolo

STRATEGY DEVELOPMENT UNDER UNCERTANTY
Gabriele Vigo, McKinsey

THE ITALIAN BANKING SYSTEM
Pietro Modiano, Nomisma and Carlo Tassara SpA

ASSET ALLOCATION
Roberto Villareale, Quantra Partners SA 

QUANTITATIVE PORTFOLIO MANAGEMENT
Raffaele Zenti, Virtual B srl

PRIVATE BANKING
Monica Defend, Financial Engineering Pioneer Investment Management Sgrpa
Viviana Gisimundo, Financial Engineering Pioneer Investment Management Sgrpa

NUMERICAL METHODS FOR FINANCE
Paolo Brandimarte, Polytechnic University of Torino

HEDGE FUNDS
Andrea Nascé, ERSEL

HEDGE FUNDS II
Andrea Rotti, ERSEL

HEDGE FUNDS III
Luca Vaiani, Fondaco Sgr

CAPITAL STRUCTURE: FROM PLAIN VANILLA TO HYBRID
Luca Agostini, Barclays Capital

VALUTATION
Marco Cravario, YapiKredi Group

RATING
Michelangelo Margaria, Moody's

APPLIED ECONOMICS, INVESTMENT PROCESS AND RISK MANAGEMENT
Luca Martina - Credit Suisse

HEDGING STRATEGIES
Claudio Vanzan, Banca Intermobiliare

IT FOR FINANCIAL INSTITUTIONS
Enrico Bagnasco, Intesa Sanpaolo
Paolo Montiferrari, Algorithmics Ltd

INTERNATIONAL SEMINARS

ADVANCED OPTION PRICING
David Bates, University of Iowa

THE ECONOMICS OF RISK IN INSURANCE
Michel Dacorogna, SCOR Group, Zurich

>>New SCOR wins Risk Magazine's "Insurance Risk Manager of the Year" Award. The award was bestowed on Dr Michel Dacorogna, Head of Group Financial Analysis and Risk Modelling at SCOR and project leader.