Financial Markets, Accounting & Management

This course is reserved to students of Ca’ Foscari University of Venice.

The main goal of the course is to give students a full insight of the modern financial markets, their opportunities and their risks.

 

Starting from a quick recap of the classic portfolio theories, the course will move into the world of modern trading, asset allocation, data analysis and decision taking processes, through a deepened analysis of quantitative methodologies available today.

Then the course will move into the world of derivatives, financial leverage, short selling, combined positions for taylored payoffs and risk management.

 

Derivatives will be explained both in terms of their speculative and hedging purposes, in order to show to the students their real nature.

The last part of the course will be focused on some other markets that became very popular over the last decade: the Forex market, Contracts for Difference (CFDs), certificates (investment and leveraged), binary options. In order to let the students fully understand how structured products can be constructed, a short outline on exotic options (barrier options, knock in and knock out) will be covered.

 

Combining text slides, data mining softwares, technical analysis tools, trading platforms, exercises, the students will achieve a full understanding of the matter.

 

Aside the frontal lectures, a group exercise (trading game) is given to the students during the course. This exercise is not mandatory, but students are invited to do it in order to apply on the real financial markets most of the concepts seen in classes. The trading game provide extra points for the exam!

 

 

 

Short course presentation (2018-2019 edition):

FMAM 20180917 course presentation and info

 

Slides about Market Portfolio Theory and Capital Asset Pricing Model (for students who never studied these topics, NOT PART of Financial Markets, Accounting & Management’s exam):

MPT and CAPM

 

Slides 2018-2019 (I will upload slides progressively since I need to change a little bit here and there):

FMAM 2018-2019 part 1-2

FMAM 2018-2019 part 3

FMAM 2018-2019 part 4

 

Rules for the trading game 2018-2019:

FMAM 2018-2019 trading game rules

 

Excel file for the accounting of the trading game:

FMAM trading game accounting 2018-19

 

There is not any textbook, so slides contain everything you need for the exam.