Course Program
INTRODUCTORY COURSES
STATISTICAL AND PROGRAMMING TOOLS FOR FINANCE
Pierpaolo De Blasi, University of Torino
MATHEMATICS FOR FINANCE
Claudio Mattalia, University of Torino
PROBABILISTIC METHODS FOR FINANCE
Marco Frittelli, University of Milano
LIFE INSURANCE
Elena Vigna, University of Torino
FIRST TERM
PORTFOLIO CHOICE AND ASSET PRICING
Giovanna Nicodano, University of Torino
ECONOMETRICS
Fabio Trojani, University of Lugano
INSURANCE AND SOLVENCY
Marc Goovaerts, Univ. of Leuven/Amsterdam; Paolo Montiferrari, Algorithmics Ltd
DERIVATIVES
Alessandro Sbuelz, Catholic University of Milano
NON-LIFE INSURANCE
Marc Goovaerts, Univ. of Leuven/Amsterdam; Katrien Antonio, University of Leuven/Amsterdam
MANAGEMENT
Juergen Rindermann, Alleanza Toro Assicurazioni
SECOND TERM
FIXED INCOME
Gianluca Fusai, University of Eastern Piedmont
RISK MANAGEMENT
Sebastian Schneider, McKinsey & Co.
ACCOUNTING
Fabrizio Restione, Fondiaria-Sai
BASIC CORPORATE FINANCE
Laura Rondi, Polytechnic University of Torino
STATISTICALLY BASED RATING
Renato Maino, Intesa Sanpaolo
CREDIT RISK: QUANTITATIVE ANALYSIS
Elisa Luciano, University of Torino
MARKET RISK
Dario Brandolini, DB&B Consulting
OPERATIONAL RISK
Giulio Mignola, Intesa Sanpaolo
REGULATION
Francesco Merlin, McKinsey & Co.
THIRD TERM
ASSET ALLOCATION: MANAGING FIXED INCOME PORTFOLIOS
Roberto Villareale, Quantra Partners SA
QUANTITATIVE PORTFOLIO MANAGEMENT
Raffaele Zenti, Virtual B srl
ANALYSIS OF THE TERM STRUCTURE OF INTEREST RATES
Andrea Berardi, University of Verona
STRATEGY DEVELOPMENT UNDER UNCERTAINTY
Gabriele Vigo, McKinsey
PENSIONS AND RETIREMENT
NUMERICAL METHODS FOR FINANCE
Paolo Brandimarte, Polytechnic University of Torino
RATING: MOODY'S EXPERIENCE
Michelangelo Margaria, Moody's
APPLIED ECONOMICS INVESTMENT PROCESS AND RISK MANAGEMENT
Luca Martina, Credit Suisse
HEDGING STRATEGIES
Claudio Vanzan, Banca Intermobiliare
ALM
Stefano Olocco, Reale Mutua Assicurazioni
IT FOR FINANCIAL INSTITUTIONS
Enrico Bagnasco, Intesa Sanpaolo
HEDGING STRATEGIES FOR SEGREGATED FUNDS
Vincenzo Russo, Eurizonvita
REPLICATING PORTFOLIO
Stefano Fabi, Allianz
INSURANCE DEMAND AND SUPPLY
Jeanfrancois Outreville, HEC Montreal
SOLUTIONS FOR SOLVENCY II
Paolo Montiferrari, Algorithmics
INTERNATIONAL SEMINARS
THE ECONOMICS OF RISK IN INSURANCE
Michel Dacorogna, SCOR Group, Zurich
LONGEVITY RISK: THEORY AND MARKETS
Enrico Biffis, Imperial College London
INTERNSHIP
(after June 2013)