Course Program 2018-19

FOUNDATIONS

Mathematics for Finance
Paolo Brandimarte (Politecnico di Torino)

Econometrics
Luigi Benfratello (Politecnico di Torino)

Numerical Methods
Paolo Brandimarte (Politecnico di Torino)

Coding in Python and R (provided by Madas) (Coding in Python - Coding in R)
Paolo Racca (Università di Torino)

Machine Learning (provided by Madas)
Roberto Esposito (Università di Torino), Ruggero G. Pensa (Università di Torino), Mattia Cerrato (Università di Torino)

COMMON TRACK

Asset Pricing
Matthijs Breugem (Collegio Carlo Alberto)

Derivatives
Claudio Tebaldi (Bocconi University)

Fixed Income and Credit Risk
Gianluca Fusai (Università del Piemonte Orientale - Amedeo Avogadro)

Market and Liquidity Risk
Dario Brandolini (DB&B Consulting)

Computational Finance
Paolo Brandimarte (Politecnico di Torino)

Credit Derivatives Pricing I
Claudio Zucca (European Investment Bank Lussemburgo)

Rating Based Modelling and Stress Testing
Marco Stella (Prometeia)

Treasury Risk Management
Massimo Pedroni (Prometeia)

FINANCE TRACK

Quantitative Asset Allocation
Ugo Pomante (Università di Roma Tor Vergata)

Econometrics for Financial Markets
Massimiliano Caporin (Università di Padova)

Household Finance
Giovanna Nicodano (Università di Torino)

IT for Financial Institutions I and II
Domenico Fileppo (Intesa SanPaolo)

Solutions for Risk Management
Paolo Montiferrari (Banca Patrimoni Sella & C)

Operational Risk Management
Giulio Mignola (Intesa SanPaolo)

Banking, Law, and Regulation I and II
Jacopo Carmassi (LUISS Guido Carli), Davide Alfonsi (Intesa SanPaolo)

INSURANCE AND RISK MANAGEMENT TRACK

Risk Management in Insurance I
Giorgio Schieppati, Aviva Italia Holding S.p.A.

Risk Management in Insurance II
Luca Bardini (Milliman)

Life Insurance
Elena Vigna (Università di Torino)

Non-Life Insurance and Solvency II
Katrien Antonio (Ku Leuven), Jean Dhaene (Ku Leuven)

Hedging Strategies for Segregated Funds
Vincenzo Russo (Generali Assicurazioni)

Solutions for Risk Management
Paolo Montiferrari (Banca Patrimoni Sella & C)

PROFESSIONAL COURSES

Systemic Risk Management
Nicola Borri (LUISS Guido Carli)

Portfolio Analysis and Benchmarking
Luca Martina (Banca Patrimoni Sella & C)

Private Banking
Viviana Gisimundo (Amundi Asset Management)

Forecasting Techniques and Systematic Approaches to Asset Allocation
Eurgenio Raiteri (Ersel), Andrea Nocifora (Ersel)

Hedge Funds and Alternative Assets
Luca Vaiani (Fideuram Investimenti SGR)

Equity Derivatives
Shivee Sharma (Fondaco SGR)

Robo Advising
Raffaele Zenti (AdviseOnly)