ARPM for Asset Pricing and Mathematical Models for Financial Markets

The Master of Actuarial and Financial Sciences in partnership with ARPM, offers Advanced Risk and Portfolio Management as one of its courses as elective, assigning 6 CFU upon successful completion of the final exam.

Upon successful completion of the course, you will be able to:

  • correctly map all the techniques adopted in quantitative finance onto a unified theoretical framework, appreciating the interconnections, and gaining a fresh perspective on the known techniques;
  • avoid the most common pitfalls in risk management and portfolio management applications;
  • interact with your classmates (and with the ARPM community) using a common language and notation;
  • navigate the ARPM Lab to find detailed reference material to deepen your knowledge of the topics covered by the course, and more.

Advanced Risk and Portfolio Management at Sapienza Università di Roma

Title: Advanced Risk and Portfolio Management
Term: Fall 2020
Instructors names: Rita D'Ecclesia, Luca Passalacqua, Giacomo Morelli
Credits #: 6 CFU
Length:12 weeks
Live session format: Live flipped classroom
Topics covered: Data Science for Finance, Financial Engineering for Investment, Quantitative Risk Management, Quantitative Portfolio Management
Reference material: advanced online learning management platform 
Presentation: ARPM offers to schedule a video call to present the course to the Students at the beginning of the course.