Found 3 relevant results in 2.08s where lecturer="Paolo Vanini"

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401-8940-00L 2006S , 2007S 3 Credits BSC , NDS D-GESS , D-ARCH , D-MATH , D-BAUG , D-MTEC , D-PHYS

This course aims at providing an understanding how finance works in banks. That for, different topics are considered, bank steering, asset securitization, law&finance, property derivatives and hedging of barrier options

2006S
401-8906-00L 2006S , 2007S , 2008S 6 Credits MSC , NDS D-MATH

The course addresses four broad topics in financial engineering that are currently of high interest to the finance industry. Students learn the different hedging strategies, product structures in equity, credit, volatility, and interest rate markets and they learn how to price these products, including the application of some numerical methods.

2006S
2007S
401-8905-00L 2008W 4.5 Credits NDS D-MATH

In this first term we will focus on the theory and practice of products. Our aim is to give students a solid understanding of financial engineering strategies from both a theoretical and a practical perspective. We will illustrate the pricing and hedging methods for a variety of widely-used financial instruments and will emphasize how these products are used in practice.