Course Program
INTRODUCTORY COURSES
STATISTICAL AND PROGRAMMING TOOLS
Pierpaolo De Blasi, University of Torino
MATHEMATICS
Claudio Mattalia, University of Torino
PROBABILITY
Marco Frittelli, University of Milano
FIRST TERM
PORTFOLIO CHOICE AND ASSET PRICING
Claudio Tebaldi, Bocconi University
ECONOMETRICS
Ainhoa Aparicio Fenoll, Collegio Carlo Alberto
Cristian Bartolucci, Collegio Carlo Alberto
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
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
BANKING REGULATION
Davide Alfonsi, Intesa Sanpaolo
STRATEGY DEVELOPMENT UNDER UNCERTANTY
Gabriele Vigo, McKinsey
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
Paolo Brandimarte, Polytechnic University of Torino
HEDGE FUNDS
Andrea Nascé, ERSEL
HEDGE FUNDS II
Andrea Rotti, ERSEL
HEDGE FUNDS III
Luca Vaiani, Dalton Strategic Partnership LLP
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, Veneto Ireland Financial Services Ltd
IT FOR FINANCIAL INSTITUTIONS
Enrico Bagnasco, Intesa Sanpaolo
Paolo Montiferrari, IBM Company
INTERNATIONAL SEMINARS
ADVANCED OPTION PRICING
David Bates, University of Iowa
THE ECONOMICS OF RISK IN INSURANCE
Michel Dacorogna, SCOR Group
>>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.