Course Program

FOUNDATIONS

STATISTICAL AND PROGRAMMING TOOLS FOR FINANCE
Consuelo Nava, University of Torino

MATHEMATICS FOR FINANCE
Claudio Mattalia, University of Torino

PROBABILISTIC AND STOCHASTIC CALCULUS
Marco Maggis, University of Milano

NUMERICAL METHODS
Paolo Brandimarte, Polytechnic University of Torino

COMMON TRACK

PORTFOLIO CHOICE AND ASSET PRICING
Raffaele Corvino, CASS Business School London
Elisa Luciano, University of Torino and Collegio Carlo Alberto

ECONOMETRICS
Roberto Marfè, Collegio Carlo Alberto

DERIVATIVES
Claudio Tebaldi, Bocconi University

FIXED INCOME
Gianluca Fusai, University of Eastern Piedmont
Andrea Pallavicini, Banca IMI

MARKET RISK
Dario Brandolini, DB&B Consulting

CREDIT RISK
Marina Marena, University of Eastern Piedmont
Michelangelo Margaria, Moody's

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

FINANCE TRACK

QUANTITATIVE ASSET ALLOCATION

ADVANCED OPTION PRICING
David Bates, University of Iowa

CREDIT DERIVATIVES PRICING
Claudio Zucca, European Investment Bank

CORPORATE FINANCE
Bernardo Bortolotti, University of Torino

insurance and risk management track

RISK MANAGEMENT IN INSURANCE

TREASURY RISK MANAGEMENT

INTERNAL RATINGS BASED MODELLING AND STRESS TESTING

THE ECONOMICS OF RISK IN INSURANCE
Michel Dacorogna, SCOR Group

LIFE INSURANCE
Elena Vigna, University of Torino

NON-LIFE INSURANCE
Marc Goovaerts, Univ. of Leuven/Amsterdam
Katrien Antonio, Univ. of Leuven/Amsterdam

SOLVENCY II
Marc Goovaerts, Univ. of Leuven/Amsterdam

OPTIONAL

SYSTEMIC RISK MANAGEMENT
Nicola Borri, LUISS Guido Carli

PORTFOLIO ANALYSIS AND BENCHMARKING
Luca Martina, Banca Patrimoni Sella & C

IT FOR FINANCIAL INSTITUTIONS
Domenico Fileppo, Intesa Sanpaolo
Paolo Montiferrari, AXA

BANKING LAW AND REGULATION
Jacopo Carmassi, LUISS Guido Carli
Davide Alfonsi, Intesa Sanpaolo

PRIVATE BANKING
Viviana Gisimundo, Financial Engineering Pioneer Investment Management Sgrpa

HEDGE FUNDS AND ALTERNATIVE ASSETS 
Andrea Nascé, ERSEL
Andrea Rotti, ERSEL
Luca Vaiani, Dalton Strategic Partnership LLP

EQUITY DERIVATIVES
Luca Agostini, Eidos Partners

HEDGING STRATEGIES FOR SEGREGATED FUNDS
Vincenzo Russo, Assicurazioni Generali

INSURANCE DEMAND AND SUPPLY
Francoise Outreville, Bureau du BIEF

LONGEVITY RISK: THEORY AND MARKETS
Enrico Biffis, Imperial College London

SOLUTIONS FOR SOLVENCY II
Paolo Montiferrari, AXA
Vitantonio Castagliuolo, Algorithmics

OPERATIONAL RISK MANAGEMENT
Giulio Mignola, Intesa Sanpaolo

FINANCIAL ENGENEERING OF ENERGY AND COMMODITY MARKETS

BIG DATA ANALYTICS AND DATA MINING